Details about David Cass

This author is deceased (2008-04-15).

Access statistics for papers by David Cass.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pca475

Working Papers

2009

1. Robustness of the Uniqueness of Walrasian Equilibrium with Cobb-Douglas Utilities
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2008

2. 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

3. Compatible Beliefs and Equilibrium
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   See also Journal Article Compatible beliefs and equilibrium, Journal of Mathematical Economics, Elsevier (2008) View citations (2) (2008)
4. Competitive Equilibrium with Incomplete Financial Markets
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (54)
   See also Journal Article Competitive equilibrium with incomplete financial markets, Journal of Mathematical Economics, Elsevier (2006) View citations (35) (2006)
5. 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 (2)
6. Multiplicity in General Financial Equilibrium with Portfolio Constraints
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Multiplicity in general financial equilibrium with portfolio constraints, Journal of Economic Theory, Elsevier (2008) View citations (8) (2008)
7. 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
8. Musings on the Cass Trick
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
   See also Journal Article Musings on the Cass trick, Journal of Mathematical Economics, Elsevier (2006) View citations (2) (2006)

2003

9. ON TREES AND LOGS
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (2)
   Also in CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations (1)
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002)
   Penn CARESS Working Papers, Penn Economics Department
   See also Journal Article On trees and logs, Journal of Economic Theory, Elsevier (2004) View citations (29) (2004)

1998

10. Pareto Improving Financial Innovation in Incomplete Markets
    Post-Print, HAL View citations (73)
    See also Journal Article Pareto improving financial innovation in incomplete markets, Economic Theory, Springer (1998) View citations (77) (1998)

1991

11. Incomplete financial markets and indeterminacy of competitive equilibrium
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP

1990

12. Convexity and sunspots: a remark
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1990) View citations (1)
    See also Journal Article Convexity and sunspots: A remark, Journal of Economic Theory, Elsevier (1990) View citations (1) (1990)
13. Indefinitely sustained consumption despite exhaustible natural resources
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP
    See also Journal Article Indefinitely Sustained Consumption Despite Exhaustible Natural Resources, Economic Theory, Springer (1991) View citations (24) (1991)
14. Real indeterminacy from imperfect financial markets: two addenda
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (4)

1979

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

1966

16. A Note on the Role of Money in Providing Sufficient Intermediation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1965

17. A Re-Examination of the Pure Consumption Loans Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article A Re-examination of the Pure Consumption Loans Model, Journal of Political Economy, University of Chicago Press (1966) View citations (40) (1966)
18. Individual Saving, Aggregate Capital Accumulation, and Efficient Growth
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (18)

1964

19. Optimum Economic Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (18)

Undated

20. 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
21. In Defense of a Basic Approach
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
22. 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 The role of money in supporting the pareto optimality of competitive equilibrium in consumption-loan type models, Journal of Economic Theory, Elsevier (1979) View citations (34) (1979)
23. 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 View citations (2)
   See also Working Paper Compatible Beliefs and Equilibrium, PIER Working Paper Archive (2006) (2006)
2. Multiplicity in general financial equilibrium with portfolio constraints
   Journal of Economic Theory, 2008, 142, (1), 100-127 View citations (8)
   See also Working Paper Multiplicity in General Financial Equilibrium with Portfolio Constraints, CEPR Discussion Papers (2006) View citations (2) (2006)

2006

3. Competitive equilibrium with incomplete financial markets
   Journal of Mathematical Economics, 2006, 42, (4-5), 384-405 View citations (35)
   See also Working Paper Competitive Equilibrium with Incomplete Financial Markets, PIER Working Paper Archive (2006) View citations (54) (2006)
4. Musings on the Cass trick
   Journal of Mathematical Economics, 2006, 42, (4-5), 374-383 View citations (2)
   See also Working Paper Musings on the Cass Trick, PIER Working Paper Archive (2006) View citations (2) (2006)

2004

5. On trees and logs
   Journal of Economic Theory, 2004, 116, (1), 41-83 View citations (29)
   See also Working Paper ON TREES AND LOGS, Working papers (2003) View citations (2) (2003)

2001

6. Generic regularity of competitive equilibria with restricted participation
   Journal of Mathematical Economics, 2001, 36, (1), 61-76 View citations (60)

1998

7. Pareto improving financial innovation in incomplete markets
   Economic Theory, 1998, 11, (3), 467-494 View citations (77)
   See also Working Paper Pareto Improving Financial Innovation in Incomplete Markets, Post-Print (1998) View citations (73) (1998)

1996

8. Individual Risk and Mutual Insurance
   Econometrica, 1996, 64, (2), 333-41 View citations (40)

1995

9. Market Participation and Sunspot Equilibria
   The Review of Economic Studies, 1995, 62, (3), 491-512 View citations (19)
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 (15)
12. Sunspots and Incomplete Financial Markets: The General Case
    Economic Theory, 1992, 2, (3), 341-58 View citations (21)
13. The Structure of Sunspot Equilibria in the Presence of Incomplete Financial Markets: Introduction
    Economic Theory, 1992, 2, (3), 307-08 View citations (1)

1991

14. Indefinitely Sustained Consumption Despite Exhaustible Natural Resources
    Economic Theory, 1991, 1, (2), 119-46 View citations (24)
    See also Working Paper Indefinitely sustained consumption despite exhaustible natural resources, CEPREMAP Working Papers (Couverture Orange) (1990) (1990)

1990

15. Convexity and sunspots: A remark
    Journal of Economic Theory, 1990, 52, (2), 433-439 View citations (1)
    See also Working Paper Convexity and sunspots: a remark, LIDAM Reprints CORE (1990) View citations (1) (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 (50)

1989

17. The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
    Econometrica, 1989, 57, (1), 135-62 View citations (80)

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 (5)

1983

19. Do Sunspots Matter?
    Journal of Political Economy, 1983, 91, (2), 193-227 View citations (566)

1980

20. Existence of competitive equilibrium in a general overlapping-generations model
    Journal of Economic Theory, 1980, 23, (3), 307-322 View citations (69)

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 (34)
    See also Working Paper The Role of Money in Supporting the Pareto Optimality of Competitive Equilibrium in Consumption-Loan Type Models, Working Papers

1976

22. Introduction to Hamiltonian dynamics in economics
    Journal of Economic Theory, 1976, 12, (1), 1-10 View citations (12)
23. The structure and stability of competitive dynamical systems
    Journal of Economic Theory, 1976, 12, (1), 31-70 View citations (36)

1974

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

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 View citations (4)

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 (5)
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 (165)
28. Risk Aversion and Wealth Effects on Portfolios with Many Assets
    The Review of Economic Studies, 1972, 39, (3), 331-354 View citations (19)

1971

29. Present Values Playing the Role of Efficiency Prices in the One-Good Growth Model
    The Review of Economic Studies, 1971, 38, (3), 331-339 View citations (14)

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 (170)

1969

31. J. E. MEADE. The Growing Economy. Pp. 512. Chicago: Aldine, 1968. $9.75
    The ANNALS of the American Academy of Political and Social Science, 1969, 386, (1), 236-237
32. Resource Allocation with Probabilistic Individual Preferences: Discussion
    American Economic Review, 1969, 59, (2), 562-63 View citations (1)
33. 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 (29)

1966

34. A Re-examination of the Pure Consumption Loans Model
    Journal of Political Economy, 1966, 74, (4), 353 View citations (40)
    See also Working Paper A Re-Examination of the Pure Consumption Loans Model, Cowles Foundation Discussion Papers (1965) View citations (1) (1965)
35. J. E. MEADE. The Stationary Economy. Pp. 238. Chicago: Aldine, 1965. $6.00
    The ANNALS of the American Academy of Political and Social Science, 1966, 367, (1), 226-227

1965

36. Optimum Growth in an Aggregative Model of Capital Accumulation
    The Review of Economic Studies, 1965, 32, (3), 233-240 View citations (916)

Edited books

1976

1. The Hamiltonian Approach to Dynamic Economics
   Elsevier Monographs, Elsevier View citations (10)

1974

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

Chapters

1992

1. Regular Demand with Several, General Budget Constraints
   Palgrave Macmillan

1991

2. Perfect Equilibrium with Incomplete Financial Markets: An Elementary Exposition
   Palgrave Macmillan View citations (3)

1989

3. Sunspots and Incomplete Financial Markets: The Leading Example
   Palgrave Macmillan View citations (19)