Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
From MaRDI portal
Publication:1319016
DOI10.1016/0304-4068(93)90005-6zbMath0790.90012MaRDI QIDQ1319016
Publication date: 7 July 1994
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(93)90005-6
91B50: General equilibrium theory
Related Items
THE MEANING OF MARKET EFFICIENCY, ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES, Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes, Existence of an endogenously complete equilibrium driven by a diffusion, The stochastic field of aggregate utilities and its saddle conjugate, A simple proof of the existence of an equilibrium when the weak axiom holds, An extension of Milleron, Mitjushin and Polterovich's result, Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset, Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$
Cites Work
- Lipschitz properties of solutions in mathematical programming
- Indeterminacy in incomplete market economies
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
- Comparative Statics and Perfect Foresight in Infinite Horizon Economies
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
- An Elementary Proof of the Existence of a Competitive Equilibrium with Weak Gross Substitutes*
- The Consumption-Based Capital Asset Pricing Model
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item