General Equilibrium under Uncertainty

Magister Ludi


(1) Equilibrium with State-Contingent Markets
(A) Optimal Risk-Bearing Allocations
(B) Arrow-Debreu Equilibrium
(C) Individual and Social Risks

(2) Equilibrium with Asset Markets
(A) Sequence Economies: Introduction
(B) Arbitrage and Equilibrium
(C) Radner Equilibrium
(D) The Fundamental Theorem of Asset Pricing
(E) The Equivalence Theorem
(F) Multiple Time Periods

(3) Equilibrium with Incomplete Markets
(A) Asset Structures and Spanning
(B) The Hart Existence Problem
(C) Incomplete Markets: Existence
(D) Incomplete Markets: Optimality
(E) Pricing by Arbitrage
(F) Completing Markets: Options and Long-Lived Securities

(4) Equilibrium with Production and Finance
(A) Production under Uncertainty
(B) Entrepreneurial Production
(C) The Objectives of Multiple Owner Firms
(D) Production and the Stock Market
(E) Financial Innovation

(5) Temporary Equilibrium

(6) General Equilibrium, Information and Rational Expectations

(7) Endogenous Uncertainty


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