Existence of an equilibrium with limited participation (Q6130332): Difference between revisions

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+Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
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+Price impact under heterogeneous beliefs and restricted participation
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+On the Existence of Minimax Martingale Measures
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+A note on admissibility when the credit line is infinite
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+Multidimensional quadratic and subquadratic BSDEs with special structure
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+Taylor approximation of incomplete Radner equilibrium models
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+Endogenous Noise Trackers in a Radner Equilibrium
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+Exponential Hedging and Entropic Penalties
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+Backward Stochastic Differential Equations in Finance
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+Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
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+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result
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+A financial market with interacting investors: does an equilibrium exist?
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+An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy*
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+Existence of financial equilibria in continuous time with potentially complete markets
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+Utility maximization in incomplete markets
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+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
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+Rational asset pricing bubbles and portfolio constraints
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+Endogenous Completeness of Diffusion Driven Equilibrium Markets
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+Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality
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+Continuous exponential martingales and BMO
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+The equity risk premium and the riskfree rate in an economy with borrowing constraints
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+Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
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+A system of quadratic BSDEs arising in a price impact model
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+Market completion with derivative securities
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+Solvability of backward stochastic differential equations with quadratic growth
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+An incomplete equilibrium with a stochastic annuity
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+A class of globally solvable Markovian quadratic BSDE systems and applications
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+Backward Stochastic Differential Equations
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