Details about David Cass

Homepage:

http://www.econ.upenn.edu/~dcass/

Access statistics for papers by David Cass.

Last updated 2009-07-24. Update your information in the RePEc Author Service.

Short-id: pca475

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Working Papers

2008

1. Utility-Based Utility
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007)

2006

2. Compatible Beliefs and Equilibrium
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   See also Journal Article in Journal of Mathematical Economics (2008)
3. Competitive Equilibrium with Incomplete Financial Markets
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations
   See also Journal Article in Journal of Mathematical Economics (2006)
4. Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations
5. Multiplicity in General Financial Equilibrium with Portfolio Constraints
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article in Journal of Economic Theory (2008)
6. Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
7. Musings on the Cass Trick
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations
   See also Journal Article in Journal of Mathematical Economics (2006)

2003

8. ON TREES AND LOGS
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations
   Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002)
   CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations
   Penn CARESS Working Papers, Penn Economics Department
   See also Journal Article in Journal of Economic Theory (2004)

1991

9. Incomplete financial markets and indeterminacy of competitive equilibrium
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations
10. Individual Risk and Mutual Insurance: A Reformulation
    Discussion Papers, Columbia University, Department of Economics

1990

11. Convexity and sunspots: a remark
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations
    See also Journal Article in Journal of Economic Theory (1990)
12. Indefinitely sustained consumption despite exhaustible natural resources
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations
    See also Journal Article in Economic Theory (1991)
13. Market Participation and Sunspot Equilibria
    Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève
    Also in Cahiers du Département d'Econométrie, Département d'Econométrie, Université de Genève (1988)
    See also Journal Article in Review of Economic Studies (1995)
14. Real indeterminacy from imperfect financial markets: two addenda
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP

1988

15. Lecture notes in incomplete markets
    Discussion Paper Serie A, University of Bonn, Germany

1979

16. Money in Consumption-Loan Type Models: An Addendum
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1966

17. A Note on the Role of Money in Providing Sufficient Intermediation
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1965

18. A Re-Examination of the Pure Consumption Loans Model
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in Journal of Political Economy (1966)
19. Individual Saving, Aggregate Capital Accumulation, and Efficient Growth
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1964

20. Optimum Economic Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

Undated

21. Efficient Intertemporal Allocation, Consumption-Value Maximization and Capital-Value Transversality: A Unified View
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
22. In Defense of a Basic Approach
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
23. The Role of Money in Supporting the Pareto Optimality of Competitive Equilibrium in Consumption-Loan Type Models
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    See also Journal Article in Journal of Economic Theory (1979)
24. Two Problems Concerning the Role of Neoclassical Firms in Perfect Financial Markets or, The Emperor Has (Well, Almost) No Clothes
    CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences

Journal Articles

2008

1. Compatible beliefs and equilibrium
   Journal of Mathematical Economics, 2008, 44, (7-8), 625-640
   See also Working Paper (2006)
2. Multiplicity in general financial equilibrium with portfolio constraints
   Journal of Economic Theory, 2008, 142, (1), 100-127
   See also Working Paper (2006)

2006

3. Competitive equilibrium with incomplete financial markets
   Journal of Mathematical Economics, 2006, 42, (4-5), 384-405
   See also Working Paper (2006)
4. Musings on the Cass trick
   Journal of Mathematical Economics, 2006, 42, (4-5), 374-383 View citations
   See also Working Paper (2006)

2004

5. On trees and logs
   Journal of Economic Theory, 2004, 116, (1), 41-83 View citations
   See also Working Paper (2003)

2001

6. Generic regularity of competitive equilibria with restricted participation
   Journal of Mathematical Economics, 2001, 36, (1), 61-76 View citations

1998

7. research articles
   Economic Theory, 1998, 11, (3), 467-494

1996

8. Individual Risk and Mutual Insurance
   Econometrica, 1996, 64, (2), 333-41 View citations

1995

9. Market Participation and Sunspot Equilibria
   Review of Economic Studies, 1995, 62, (3), 491-512 View citations
   See also Working Paper (1990)
10. Notes on pareto improvement in incomplete financial markets
    Decisions in Economics and Finance, 1995, 18, (1), 3-14

1992

11. Stationary Equilibria with Incomplete Markets and Overlapping Generations
    International Economic Review, 1992, 33, (3), 495-512 View citations
12. Sunspots and Incomplete Financial Markets: The General Case
    Economic Theory, 1992, 2, (3), 341-58 View citations
13. The Structure of Sunspot Equilibria in the Presence of Incomplete Financial Markets: Introduction
    Economic Theory, 1992, 2, (3), 307-08

1991

14. Indefinitely Sustained Consumption Despite Exhaustible Natural Resources
    Economic Theory, 1991, 1, (2), 119-46 View citations
    See also Working Paper (1990)

1990

15. Convexity and sunspots: A remark
    Journal of Economic Theory, 1990, 52, (2), 433-439 View citations
    See also Working Paper (1990)
16. The structure of financial equilibrium with exogenous yields: The case of restricted participation
    Journal of Mathematical Economics, 1990, 19, (1-2), 195-216 View citations

1989

17. The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
    Econometrica, 1989, 57, (1), 135-62 View citations

1986

18. On the Existence of Optimal Stationary Equilibria with a Fixed Supply of Fiat Money: I. The Case of a Single Consumer
    Journal of Political Economy, 1986, 94, (2), 402-17 View citations

1983

19. Do Sunspots Matter?
    Journal of Political Economy, 1983, 91, (2), 193-227 View citations

1980

20. Existence of competitive equilibrium in a general overlapping-generations model
    Journal of Economic Theory, 1980, 23, (3), 307-322 View citations

1979

21. The role of money in supporting the pareto optimality of competitive equilibrium in consumption-loan type models
    Journal of Economic Theory, 1979, 20, (1), 41-80 View citations
    See also Working Paper

1976

22. Introduction to Hamiltonian dynamics in economics
    Journal of Economic Theory, 1976, 12, (1), 1-10 View citations
23. The structure and stability of competitive dynamical systems
    Journal of Economic Theory, 1976, 12, (1), 31-70 View citations

1974

24. Duality: A symmetric approach from the economist's vantage point
    Journal of Economic Theory, 1974, 7, (3), 272-295 View citations

1973

25. On the Wicksellian Point-Input, Point-Output Model of Capital Accumulation: A Modern View (or, Neoclassicism Slightly Vindicated)
    Journal of Political Economy, 1973, 81, (1), 71-97

1972

26. Distinguishing inefficient competitive growth paths: A note on capital overaccumulation and rapidly diminishing future value of consumption in a fairly general model of capitalistic production
    Journal of Economic Theory, 1972, 4, (2), 224-240 View citations
27. On capital overaccumulation in the aggregative, neoclassical model of economic growth: A complete characterization
    Journal of Economic Theory, 1972, 4, (2), 200-223 View citations
28. Risk Aversion and Wealth Effects on Portfolios with Many Assets
    Review of Economic Studies, 1972, 39, (3), 331-54 View citations

1971

29. Present Values Playing the Role of Efficiency Prices in the One-Good Growth Model
    Review of Economic Studies, 1971, 38, (115), 331-39

1970

30. The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds
    Journal of Economic Theory, 1970, 2, (2), 122-160 View citations

1969

31. Resource Allocation with Probabilistic Individual Preferences: Discussion
    American Economic Review, 1969, 59, (2), 562-63
32. The Implications of Alternative Saving and Expectations Hypotheses for Choices of Technique and Patterns of Growth
    Journal of Political Economy, 1969, 77, (4), 586-627 View citations

1966

33. A Re-examination of the Pure Consumption Loans Model
    Journal of Political Economy, 1966, 74, 353 View citations
    See also Working Paper (1965)

Edited books

1974

1. Selected Readings in Macroeconomics and Capital Theory from Econometrica, vol 1
   MIT Press Books, The MIT Press