Reduced equivalent form of a financial structure

DOI10.1016/J.JMATECO.2010.12.015zbMath1242.91177OpenAlexW2109229466MaRDI QIDQ433147

Zaier Aouani, Bernard Cornet

Publication date: 13 July 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.12.015

zbMATH Keywords

portfolio constraintsarbitrage-free pricesconsumption equilibriumequivalent financial structurefinancial exchange economyreduced financial structurerestricted participation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (13)

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Submodular financial markets with frictions ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ Continuity of marketable payoffs with re-trading ⋮ Credit segmentation in general equilibrium ⋮ Financial segmentation and collateralized debt in infinite-horizon economies ⋮ On the equivalence of financial structures with long-term assets ⋮ Endogenous differential information ⋮ Eliminating useless portfolios in constrained financial economies ⋮ General economic equilibrium with financial markets and retainability ⋮ Existence of financial equilibria with restricted participation ⋮ Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence ⋮ Characterizing useless-free financial structures

Cites Work

• Unnamed Item
• Unnamed Item
• Characterizing useless-free financial structures
• On equilibrium existence with endogenous restricted financial participation
• Competitive equilibrium with incomplete financial markets
• A geometric approach to a class of equilibrium existence theorems
• Solving systems of simultaneous equations in economics
• Existence of equilibrium with incomplete markets
• The structure of financial equilibrium with exogenous yields. The case of restricted participation
• Existence of financial equilibria with restricted participation
• Endogenous restricted participation in general financial equilibrium
• Equilibrium in economies with incomplete financial markets
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Stochastic equilibria with incomplete financial markets
• On equilibrium in Hart's securities exchange model
• Equilibrium in incomplete markets. II: Generic existence in stochastic economies
• On the optimality of equilibrium when the market structure is incomplete
• Generic existence of competitive equilibria with restricted participation
• Fixed-point-like theorems on subspaces
• Existence of pseudo-equilibria in a financial economy
• Arbitrage and the Existence of Competitive Equilibrium
• Convex Analysis
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Generic regularity of competitive equilibria with restricted participation
• Arbitrage and equilibrium with portfolio constraints

This page was built for publication: Reduced equivalent form of a financial structure