On the optimality of equilibrium when the market structure is incomplete

Cites Work

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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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