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Magill, Michael J. P.

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Author ID: magill.michael-j-p Recent zbMATH articles by "Magill, Michael J. P."
Published as: Magill, M.; Magill, M. J. P.; Magill, Michael; Magill, Michael J. P.
Documents Indexed: 44 Publications since 1970, including 1 Book

Publications by Year

Citations contained in zbMATH

39 Publications have been cited 646 times in 469 Documents Cited by Year
Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles. Zbl 0868.90023
Magill, Michael; Quinzii, Martine
115
1996
Portfolio selection with transactions costs. Zbl 0361.90001
Magill, Michael J. P.; Constantinides, George M.
93
1976
Incomplete markets. Zbl 0949.91021
Magill, Michael; Shafer, Wayne
50
1991
Infinite horizon incomplete markets. Zbl 0807.90022
Magill, Michael; Quinzii, Martine
46
1994
Real effects of money in general equilibrium. Zbl 0760.90013
Magill, M.; Quinzii, M.
41
1992
Some new results on the local stability of the process of capital accumulation. Zbl 0372.90009
Magill, Michael J. P.
29
1977
Existence of equilibrium with incomplete markets. Zbl 0694.90025
Husseini, S. Y.; Lasry, J.-M.; Magill, M. J. P.
27
1990
Characterisation of generically complete real asset structures. Zbl 0694.90019
Magill, Michael J. P.; Shafer, Wayne J.
26
1990
Generic inefficiency of stock market equilibrium when markets are incomplete. Zbl 0693.90018
Geanakoplos, J.; Magill, M.; Quinzii, M.; Drèze, J.
26
1990
A geometric approach to a class of equilibrium existence theorems. Zbl 0694.90022
Hirsch, M. D.; Magill, M.; Mas-Colell, A.
24
1990
An equilibrium existence theorem. Zbl 0474.90018
Magill, Michael J. P.
18
1981
Infinite horizon programs. Zbl 0479.90030
Magill, Michael J. P.
17
1981
A local analysis of N-sector capital accumulation under uncertainty. Zbl 0382.90028
Magill, Michael J. P.
17
1977
Stability of regular equilibria and the correspondence principle for symmetric variational problems. Zbl 0433.90015
Magill, Michael J. P.; Scheinkman, José Alexandre
14
1979
Some results on comparative statics under uncertainty. Zbl 0656.90003
Cheng, Hsueh-Cheng; Magill, Michael J. P.; Shafer, Wayne J.
13
1987
Pricing infinite horizon programs. Zbl 0492.90011
Magill, Michael J. P.
10
1982
On a general economic theory of motion. Zbl 0212.23701
Magill, M. J. P.
7
1970
Indeterminacy of equilibrium in stochastic OLG models. Zbl 1040.91077
Magill, Michael; Quinzii, Martine
6
2003
Capital market equilibrium with moral hazard. Zbl 1032.91085
Magill, Michael; Quinzii, Martine
6
2002
Term structure and forward guidance as instruments of monetary policy. Zbl 1298.91111
Magill, Michael; Quinzii, Martine
5
2014
Anchoring expectations of inflation. Zbl 1284.91404
Magill, Michael; Quinzii, Martine
5
2014
Infinite horizon CAPM equilibrium. Zbl 1081.91562
Magill, Michael; Quinzii, Martine
5
2000
On a class of variational problems arising in mathematical economics. Zbl 0511.90037
Magill, Michael J. P.
5
1981
Dynamics under uncertainty. Zbl 0464.93090
Brock, William A.; Magill, Michael J. P.
5
1979
The preferability of investment through a mutual fund. Zbl 0361.90002
Magill, Michael J. P.
5
1976
Which improves welfare more: A nominal or an indexed bond? Zbl 0881.90023
Magill, Michael; Quinzii, Martine
4
1997
A theory of the stakeholder corporation. Zbl 1419.91412
Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles
3
2015
Common shocks and relative compensation. Zbl 1233.91171
Magill, Michael; Quinzii, Martine
3
2006
The nonneutrality of money in a production economy with nominal assets. Zbl 0761.90016
Magill, Michael; Quinzii, Martine
3
1991
Impatience and accumulation. Zbl 0538.90015
Magill, Michael J. P.; Nishimura, Kazuo
3
1984
The probability approach to general equilibrium with production. Zbl 1156.91412
Magill, Michael; Quinzii, Martine
2
2009
Nonshiftable capital, affine price expectations and convergence to the golden rule. Zbl 1042.91046
Magill, Michael; Quinzii, Martine
2
2003
Incentives and risk sharing in a stock market equilibrium. Zbl 0959.91044
Magill, Michael; Quinzii, Martine
2
1999
Price relations on futures markets for storable commodities. Zbl 0576.90010
Magill, Michael J. P.; Benhabib, Jess
2
1983
Investment in information acquisition. Zbl 1273.91284
Danthine, Jean-Pierre; Magill, Michael J. P.
2
1982
The stability of equilibrium. Zbl 0497.90012
Magill, Michael J. P.
2
1979
Prices and investment with collateral and default. Zbl 1402.91158
Magill, Michael; Quinzii, Martine
1
2015
Normative properties of stock market equilibrium with moral hazard. Zbl 1135.91378
Magill, Michael; Quinzii, Martine
1
2008
On the Arrow-Lind theorem. Zbl 0575.90013
Magill, Michael J. P.
1
1984
A theory of the stakeholder corporation. Zbl 1419.91412
Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles
3
2015
Prices and investment with collateral and default. Zbl 1402.91158
Magill, Michael; Quinzii, Martine
1
2015
Term structure and forward guidance as instruments of monetary policy. Zbl 1298.91111
Magill, Michael; Quinzii, Martine
5
2014
Anchoring expectations of inflation. Zbl 1284.91404
Magill, Michael; Quinzii, Martine
5
2014
The probability approach to general equilibrium with production. Zbl 1156.91412
Magill, Michael; Quinzii, Martine
2
2009
Normative properties of stock market equilibrium with moral hazard. Zbl 1135.91378
Magill, Michael; Quinzii, Martine
1
2008
Common shocks and relative compensation. Zbl 1233.91171
Magill, Michael; Quinzii, Martine
3
2006
Indeterminacy of equilibrium in stochastic OLG models. Zbl 1040.91077
Magill, Michael; Quinzii, Martine
6
2003
Nonshiftable capital, affine price expectations and convergence to the golden rule. Zbl 1042.91046
Magill, Michael; Quinzii, Martine
2
2003
Capital market equilibrium with moral hazard. Zbl 1032.91085
Magill, Michael; Quinzii, Martine
6
2002
Infinite horizon CAPM equilibrium. Zbl 1081.91562
Magill, Michael; Quinzii, Martine
5
2000
Incentives and risk sharing in a stock market equilibrium. Zbl 0959.91044
Magill, Michael; Quinzii, Martine
2
1999
Which improves welfare more: A nominal or an indexed bond? Zbl 0881.90023
Magill, Michael; Quinzii, Martine
4
1997
Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles. Zbl 0868.90023
Magill, Michael; Quinzii, Martine
115
1996
Infinite horizon incomplete markets. Zbl 0807.90022
Magill, Michael; Quinzii, Martine
46
1994
Real effects of money in general equilibrium. Zbl 0760.90013
Magill, M.; Quinzii, M.
41
1992
Incomplete markets. Zbl 0949.91021
Magill, Michael; Shafer, Wayne
50
1991
The nonneutrality of money in a production economy with nominal assets. Zbl 0761.90016
Magill, Michael; Quinzii, Martine
3
1991
Existence of equilibrium with incomplete markets. Zbl 0694.90025
Husseini, S. Y.; Lasry, J.-M.; Magill, M. J. P.
27
1990
Characterisation of generically complete real asset structures. Zbl 0694.90019
Magill, Michael J. P.; Shafer, Wayne J.
26
1990
Generic inefficiency of stock market equilibrium when markets are incomplete. Zbl 0693.90018
Geanakoplos, J.; Magill, M.; Quinzii, M.; Drèze, J.
26
1990
A geometric approach to a class of equilibrium existence theorems. Zbl 0694.90022
Hirsch, M. D.; Magill, M.; Mas-Colell, A.
24
1990
Some results on comparative statics under uncertainty. Zbl 0656.90003
Cheng, Hsueh-Cheng; Magill, Michael J. P.; Shafer, Wayne J.
13
1987
Impatience and accumulation. Zbl 0538.90015
Magill, Michael J. P.; Nishimura, Kazuo
3
1984
On the Arrow-Lind theorem. Zbl 0575.90013
Magill, Michael J. P.
1
1984
Price relations on futures markets for storable commodities. Zbl 0576.90010
Magill, Michael J. P.; Benhabib, Jess
2
1983
Pricing infinite horizon programs. Zbl 0492.90011
Magill, Michael J. P.
10
1982
Investment in information acquisition. Zbl 1273.91284
Danthine, Jean-Pierre; Magill, Michael J. P.
2
1982
An equilibrium existence theorem. Zbl 0474.90018
Magill, Michael J. P.
18
1981
Infinite horizon programs. Zbl 0479.90030
Magill, Michael J. P.
17
1981
On a class of variational problems arising in mathematical economics. Zbl 0511.90037
Magill, Michael J. P.
5
1981
Stability of regular equilibria and the correspondence principle for symmetric variational problems. Zbl 0433.90015
Magill, Michael J. P.; Scheinkman, José Alexandre
14
1979
Dynamics under uncertainty. Zbl 0464.93090
Brock, William A.; Magill, Michael J. P.
5
1979
The stability of equilibrium. Zbl 0497.90012
Magill, Michael J. P.
2
1979
Some new results on the local stability of the process of capital accumulation. Zbl 0372.90009
Magill, Michael J. P.
29
1977
A local analysis of N-sector capital accumulation under uncertainty. Zbl 0382.90028
Magill, Michael J. P.
17
1977
Portfolio selection with transactions costs. Zbl 0361.90001
Magill, Michael J. P.; Constantinides, George M.
93
1976
The preferability of investment through a mutual fund. Zbl 0361.90002
Magill, Michael J. P.
5
1976
On a general economic theory of motion. Zbl 0212.23701
Magill, M. J. P.
7
1970
all top 5

Cited by 559 Authors

22 Magill, Michael J. P.
9 Muhle-Karbe, Johannes
9 Quinzii, Martine
8 Hens, Thorsten
8 Pickenhain, Sabine
7 Soner, Halil Mete
7 Villanacci, Antonio
6 Geanakoplos, John D.
6 Lykina, Valeriya
6 Páscoa, Mário Rui
6 Polemarchakis, Herakles M.
5 Araujo, Aloisio P.
5 Bonnisseau, Jean-Marc
5 Florenzano, Monique
5 Gottardi, Piero
5 Le Van, Cuong
5 Sass, Jörn
5 Schmedders, Karl H.
5 Torres-Martínez, Juan Pablo
4 Brock, William A.“Buz”
4 Cass, David
4 Chambers, Robert G.
4 Cornet, Bernard
4 DeMarzo, Peter M.
4 Eeckhoudt, Louis R.
4 Evstigneev, Igor V.
4 Flåm, Sjur Didrik
4 Freni, Giuseppe
4 Guasoni, Paolo
4 Hellwig, Klaus
4 Herings, P. Jean-Jacques
4 Kubler, Felix
4 Martins-da-Rocha, V. Filipe
4 Zame, William R.
4 Zhang, Shunming
3 Aliprantis, Charalambos Dionisios
3 Amir, Rabah
3 Belak, Christoph
3 Bich, Philippe
3 Bichuch, Maxim
3 Bisin, Alberto
3 Dai, Min
3 Dana, Rose-Anne
3 De Waegenaere, Anja
3 Dierker, Egbert
3 Dierker, Hildegard
3 Draviam, Thangaraj
3 Drèze, Jacques H.
3 Duffie, James Darrell
3 Fouque, Jean-Pierre
3 Giannikos, Christos I.
3 Gourdel, Pascal
3 Gozzi, Fausto
3 Hillebrand, Marten
3 Hoelle, Matthew
3 Hu, Ruimeng
3 Mas-Colell, Andreu
3 Momi, Takeshi
3 Muthuraman, Kumar
3 Pliska, Stanley R.
3 Quiggin, John
3 Riedel, Frank
3 Schachermayer, Walter
3 Schenk-Hoppé, Klaus Reiner
3 Seghir, Abdelkrim
3 Siconolfi, Paolo
3 Tirelli, Mario
3 Tourky, Rabee
3 Touzi, Nizar
3 Venditti, Alain
3 Werner, Jan
2 Altarovici, Albert
2 Aouani, Zaier
2 Baptista, Alexandre M.
2 Bayer, Christian
2 Beker, Pablo F.
2 Benhabib, Jess
2 Benigno, Pierpaolo
2 Bosi, Stefano
2 Bottazzi, Jean-Marc
2 Boyd, John H. III
2 Burtchen, Angie
2 Cartigny, Pierre
2 Chateauneuf, Alain
2 Chattopadhyay, Subir K.
2 Chellathurai, Thamayanthi
2 Cheng, Harrison H. C.
2 Chery, Achis
2 Chiu, W. Henry
2 Correia-da-Silva, João
2 Coury, Tarek
2 Crès, Hervé
2 Dasgupta, Swapan K.
2 de Boisdeffre, Lionel
2 del Mercato, Elena L.
2 Donato, Maria Bernadette
2 Dostál, Petr
2 Eaves, B. Curtis
2 Eichberger, Jurgen
2 Epstein, Larry G.
...and 459 more Authors
all top 5

Cited in 82 Serials

108 Journal of Mathematical Economics
64 Journal of Economic Theory
50 Economic Theory
37 Journal of Economic Dynamics & Control
15 Mathematical Finance
13 Journal of Mathematical Analysis and Applications
11 Economics Letters
11 Finance and Stochastics
10 Journal of Optimization Theory and Applications
8 Quantitative Finance
8 Decisions in Economics and Finance
8 Annals of Finance
7 Mathematical Social Sciences
7 Mathematics and Financial Economics
6 Insurance Mathematics & Economics
5 SIAM Journal on Control and Optimization
4 Journal of Computational and Applied Mathematics
4 Stochastics
4 SIAM Journal on Financial Mathematics
3 Metroeconomica
3 Annals of Operations Research
3 The Annals of Applied Probability
3 Journal of Risk and Uncertainty
3 European Journal of Operational Research
3 Computational Economics
3 International Journal of Theoretical and Applied Finance
2 Advances in Applied Probability
2 Applied Mathematics and Computation
2 Mathematics and Computers in Simulation
2 Social Choice and Welfare
2 Optimization
2 Journal of Economics
2 Mathematical Programming. Series A. Series B
2 Applied Mathematics. Series B (English Edition)
2 Applied Mathematical Finance
2 Journal of Industrial and Management Optimization
1 International Journal of Systems Science
1 Mathematical Biosciences
1 Mathematical Notes
1 Reports on Mathematical Physics
1 Econometrica
1 Illinois Journal of Mathematics
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Differential Equations
1 Journal of Econometrics
1 Kybernetika
1 Mathematics of Operations Research
1 Numerische Mathematik
1 Theoretical Computer Science
1 Optimal Control Applications & Methods
1 OR Spektrum
1 The Scandinavian Journal of Economics
1 Acta Applicandae Mathematicae
1 Mathematical and Computer Modelling
1 Asymptotic Analysis
1 Games and Economic Behavior
1 Communications in Partial Differential Equations
1 International Journal of Computer Mathematics
1 Stochastic Processes and their Applications
1 Stochastics and Stochastics Reports
1 Open Economies Review
1 Mathematical Problems in Engineering
1 Vietnam Journal of Mathematics
1 Mathematical Methods of Operations Research
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Discrete Dynamics in Nature and Society
1 Journal of Economic Growth
1 RAIRO. Operations Research
1 Discrete and Continuous Dynamical Systems. Series B
1 Stochastic Models
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 ASTIN Bulletin
1 Multiscale Modeling & Simulation
1 North American Actuarial Journal
1 Asia-Pacific Financial Markets
1 Computational Management Science
1 Optimization Letters
1 Set-Valued and Variational Analysis
1 European Actuarial Journal
1 Dynamic Games and Applications
1 Open Mathematics

Citations by Year