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A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary Preferences

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  • Amershi, Amin H

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  • Amershi, Amin H, 1985. "A Complete Analysis of Full Pareto Efficiency in Financial Markets for Arbitrary Preferences," Journal of Finance, American Finance Association, vol. 40(4), pages 1235-1243, September.
    • Handle: RePEc:bla:jfinan:v:40:y:1985:i:4:p:1235-43
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    Cited by:

    1. Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022. "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
    2. Dilip B. Madan & Frank Milne, 1994. "Contingent Claims Valued And Hedged By Pricing And Investing In A Basis," Mathematical Finance, Wiley Blackwell, vol. 4(3), pages 223-245, July.
    3. Darolles, Serge & Laurent, Jean-Paul, 2000. "Approximating payoffs and pricing formulas," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1721-1746, October.
    4. Gerald A. Feltham & Peter O. Christensen, 1988. "Firm†specific information and efficient resource allocation," Contemporary Accounting Research, John Wiley & Sons, vol. 5(1), pages 133-169, September.

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