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Ljungqvist, L. and T. Sargent Recursive Macroeconomic Theory, MIT Press, Cambridge, Mass., 2000.
Lucas, R. (1978) Asset Prices in an Exchange Economy, Econometrica 46, 1429-45.
Magill, M., and M. Quinzii (1994) Infinite Horizon Incomplete Markets,Econometrica 62, 853-880.
Santos, M. and M. Woodford (1997) Rational Asset Pricing Bubbles, Econometrica 65, 19-59.
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