Refinement of Dynamic Equilibrium Using Small Random Perturbations
Aloisio Araujo,
Wilfredo L. Maldonado,
Diogo Pinheiro,
Alberto Adrego Pinto,
Mohammad Choubdar Soltanahmadi
International Journal Of Economic Theory,
vol. 17, 2021, p. 258-283.
General Equilibrium, Wariness and Efficient Bubbles
Aloisio Araujo,
Rodrigo Novinski,
Mário Páscoa
Journal of Economic Theory,
vol. 146, 2011, p. 785-811.
Long-Lived Collateralized Assets and Bubbles
Aloisio Araujo,
Mário Páscoa,
Juan Pablo Torres Martinez
Journal of Mathematical Economics,
vol. 47, 2011, p. 260-271.
Endogenous Collateral
Aloisio Araujo,
Jose Fajardo,
Mário Páscoa
Journal of Mathematical Economics,
vol. 41, 2005, p. 439-462.
Bankruptcy in a Model of Unsecured Claims
Aloisio Araujo,
Mário Páscoa
Economic Theory,
vol. 20, 2002, p. 455-481.
Collateral Avoids Ponzi Schemes in Incomplete Markets
Aloisio Araujo,
Mário Páscoa,
Juan Pablo Torres Martinez
Econometrica,
vol. 70, 2002, p. 1613-1638.
Equilibrium with Default and Endogenous Collateral
Aloisio Araujo,
Jaime Orrillo,
Mário Páscoa
Mathematical Finance,
vol. 10, 2000, p. 1-21.
Incomplete Markets, Continuum of States and Default
Aloisio Araujo,
Paulo Santos Monteiro,
Mário Páscoa
Economic Theory,
vol. 11, 1998, p. 205-213.
Infinite Horizon Incomplete Markets with a Continuum of States
Aloisio Araujo,
Paulo Santos Monteiro,
Mário Páscoa
Mathematical Finance,
vol. 6, 1996, p. 119-132.