Profile Major Works Resources

David Cass, 1937-2008


Economist at the University of Pennsylvania.

 

  


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Major Works of David Cass

  • "Optimum Growth in an Aggregative Model of Capital Accumulation", 1965, RES [pdf]
  • "A Re-Examination of the Pure Consumption Loans Model", with M. Yaari, 1966, JPE [cwls]
  • "Optimum Growth in an Aggregative Model of Capital Accumulation: A Turnpike Theorem" 1966, Econometrica [cwls]
  • "Individual Saving, Aggregate Capital Accumulation and Efficient Growth", with M. Yaari, 1967, in Shell, editor, Essays on the Theory of Optimal Economic Growth [cwls]
  • "The Implications of Alternative Saving and Expectations Hypotheses for Choices of Technique and Patterns of Growth" with J.E. Stiglitz, 1969, JPE [cwls]
  • "The Structure of Investor Preferences and Asset Returns and Separability in Portfolio Allocation", with J.E. Stiglitz, 1970, JET  [cwls]
  • "On Capital Overaccumulation in the Aggregate, Neoclassical Model of Economic Growth: A complete characterization", 1972, JET
  • "Risk Aversion and Wealth Effects on Portfolios with Many Assets", with J.E. Stiglitz, 1973, RES [cwls]
  • "The Structure and Stability of Competitive Dynamical Systems", with K. Shell, 1976, JET
  • "The Role of Money in Supporting the Pareto-Optimality of Competitive Equilibrium in Consumption Loan Type Models", with M. Okuno and I. Zilcha, 1979, JET
  • "The Existence of Equilibrium in a Overlapping Generations Model", with with Y. Balasko, K. Shell, 1980, JET
  • "A Note on the Existence of Equilibrium in the Overlapping Generations Model", with with Y. Balasko, K. Shell, 1980, JET
  • "In Defense of the Basic Approach", with K. Shell, 1980, in Kareken and Wallace, editors, Models of Monetary Economies
  • "Do Sunspots Matter?", with K. Shell, 1983, JPE  [pdf]
  • "Competitive Equilibrium with Incomplete Financial Markets", 1984, mimeo.
  • "On the `Number' of Equilibrium Allocations with Incomplete Financial markets", 1985, mimeo.
  • "Convexity and Sunspots: A comment", with H. Polemarchakis, 1989, JET
  • "Sunspot Equilibrium in an Overlapping Generations Economy with an Idealized Contingent Commodities Market", with K. Shell, 1989, in Barnett et al., editors, Economic Complexity
  • "The Structure of Financial Equilibrium with Exogenous Yields I: Unrestricted participation", with Y. Balasko, 1989, Econometrica
  • "The Structure of Financial Equilibrium with Exogenous Yields II: The Case of Restricted participation", with Y. Balasko, and P. Siconolfi, 1990, Econometrica
  • "Competitive Equilibrium with Incomplete Financial Markets", 2006 [penn]
  • "Multiplicity in General Financial Equilibrium with Portfolio Constraints" with S. Basak, J.M. Licari and A. Pavlova, 2006 [penn]
  • "Compatible Beliefs and Equilibrium", 2006 [penn]

 


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Resources on David Cass

 
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