Publication:1226952

DOI10.1016/0022-0531(75)90028-9zbMATH Open0328.90010OpenAlexW2157305401WikidataQ56608441 ScholiaQ56608441MaRDI QIDQ1226952FDOQ1226952

Oliver D. Hart

Publication date: 1975

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(75)90028-9

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

• Title not available (Why is that?)
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Competitive Equilibrium Under Uncertainty
• Equilibrium with Transaction Costs
• On the Optimality of the Stock Market Allocation of Investment
• Competitive inefficiencies in the presence of constrained transactions

Cited In (only showing first 100 items - show all)

• The core of a monetary economy without trust
• Notes on optimality of rational expectations equilibrium with incomplete markets
• Existence of competitive equilibrium with incomplete markets
• Existence of competitive equilibrium of large security-spot market with incomplete asset structure
• Reduced equivalent form of a financial structure
• A characterization of the optimality of equilibrium in incomplete markets
• A new characterization of the efficiency of equilibrium with incomplete markets
• On constrained optimal allocations with incomplete markets
• Excess demand function around critical prices in incomplete markets
• Complete and incomplete financial markets in multi-good economies
• Characterisation of generically complete real asset structures
• The existence of equilibrium in incomplete markets and the objective function of the firm
• The taxation of trades in assets
• Arbitrage and equilibrium with portfolio constraints
• Competitive equilibrium with incomplete financial markets
• Equilibrium in economies with incomplete financial markets
• Stochastic equilibria with incomplete financial markets
• Options and equilibrium
• Securities market theory: possession, repo and rehypothecation
• Competitive equilibrium with unawareness in economies with production
• Robust nonexistence of equilibrium with incomplete markets
• Existence of financial equilibria with restricted participation
• Non-existence of equilibrium in an incomplete stock market economy
• Equilibria in incomplete assets economies with infinite dimensional spot markets
• Existence of equilibrium in incomplete markets with intermediation costs
• Existence of expectation equilibrium of real asset economies with transaction costs
• On the generic existence of Radner equilibria when there are as many securities as states of nature
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Equilibrium in incomplete markets. II: Generic existence in stochastic economies
• Overlapping expectations and Hart's conditions for equilibrium in a securities model
• Increasing risk and equilibrium under uncertainty
• Strategic market games: an introduction.
• Competitive equilibrium of incomplete markets for securities with smooth payoffs
• Pareto improvement and agenda control of sequential financial innovations
• Equilibrium efficiency with secured and unsecured assets
• Existence of stochastic equilibrium with incomplete financial markets
• On equilibrium existence with endogenous restricted financial participation
• Information and securities: A note on Pareto dominance and the second best
• Infinite horizon equilibrium with incomplete markets
• Perspectives of Risk Sharing
• Competitive equilibria without free disposal or nonsatiation
• Dept constraints and equilibrium in infinite horizon economies with incomplete markets
• Constrained efficiency versus unanimity in incomplete markets
• On trees and logs
• Self-fulfilling expectations in stochastic processes of temporary equilibria
• Equilibrium and arbitrage in incomplete asset markets with fixed prices
• Existence of equilibrium with incomplete markets
• Collateral equilibrium. I: A basic framework
• Existence of equilibria with incomplete markets: The case of smooth returns
• A new proof of the existence of equilibrium in incomplete market economies
• Blocking coalitions and fairness in asset markets and asymmetric information economies
• Financial markets with endogenous transaction costs
• Generic existence of competitive equilibria with restricted participation
• Externalities, monopoly and the objective function of the firm
• Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy
• The identification of preferences from equilibrium prices under uncertainty
• More hedging instruments may destabilize markets
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Observability and optimality
• Equilibrium pricing in incomplete markets under translation invariant preferences
• Futures markets and commodity options: Hedging and optimality in incomplete markets
• An introduction to general equilibrium with incomplete asset markets
• Endowment redistribution and Pareto improvements in GEI economies
• General economic equilibrium with financial markets and retainability
• On the existence of approximated equilibria in discontinuous economies
• Real indeterminacy with financial assets
• Indeterminacy in incomplete market economies
• Equilibrium analysis, banking and financial instability.
• Monetary equilibrium with missing markets.
• Incomplete markets, allocative efficiency, and the information revealed by prices
• Rational behavior and rational expectations
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• The existence of security market equilibrium with a non-atomic state space
• A note on 'fulfilled expectations' equilibria
• Incomplete financial markets with real assets and wealth-dependent credit limits
• An interior-point algorithm for computing equilibria in economies with incomplete asset markets
• On financial equilibrium with intermediation costs
• Liquidity and market participation
• Generic inefficiency of stock market equilibrium when markets are incomplete
• Computing equilibria in the general equilibrium model with incomplete asset markets
• Equilibrium in incomplete markets with differential information: a basic model of generic existence
• The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty
• Constrained inefficiency in GEI: A geometric argument
• Sperner's lemma and competitive equilibrium with incomplete financial markets
• General equilibrium model for an asymmetric information economy without delivery upper bounds
• Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach
• Inefficiency of equilibria with incomplete markets
• Trade using assets divisible at a cost
• Labor contracts and the role of monetary policy in an overlapping generations model
• On bankruptcy in general equilibrium with uncertainty
• The stock market and the vacancy rate
• Determination of general equilibrium with incomplete markets and default penalties
• Default and exogenous collateral in incomplete markets with a continuum of states
• A re-examination of constrained Pareto inefficiency in economies with incomplete markets
• Incentives and competitive allocations in exchange economies with incomplete markets
• Core and equilibrium in incomplete markets
• A smooth homotopy method for incomplete markets
• A simple method for computing equilibria when asset markets are incomplete
• The structure of the pseudo-equilibrium manifold in economies with incomplete markets
• A second welfare theorem for constrained efficient allocations in incomplete markets

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