Default Risk in a General Equilibrium Asset Economy with Incomplete Markets

DOI10.2307/2525792MaRDI QIDQ4120223zbMATH OpenOpenAlexFDO

Authors Frank Milne

Publication date 1976

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525792

Mathematics Subject Classification ID

Trade models (91B60)

Cited in

(5)

• Portfolio dominance and optimality in infinite security markets
• The geometry of arbitrage and the existence of competitive equilibrium.
• The arbitrage pricing theorem with incomplete preferences
• Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹
• Induced preferences and the theory of the consumer

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