Failure of the index theorem in an incomplete market economy
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Publication:690982
DOI10.1016/j.jmateco.2012.07.004zbMath1263.91032MaRDI QIDQ690982
Publication date: 29 November 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.07.004
91B24: Microeconomic theory (price theory and economic markets)
91B54: Special types of economic markets (including Cournot, Bertrand)
91G10: Portfolio theory
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Cites Work
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- A new proof of the index formula for incomplete markets
- Excess demand function around critical prices in incomplete markets
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- Excess demand functions and incomplete markets
- On the Disaggregation of Excess Demand Functions
- Computing Equilibria when Asset Markets are Incomplete
- Two Remarks on the Number of Equilibria of an Economy