Equilibrium in incomplete markets. I: A basic model of generic existence

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scientific article; zbMATH DE number 1782587

Cites work

Differential Topology
Economies with a Finite Set of Equilibria
Equilibrium in economies with incomplete financial markets
Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
scientific article; zbMATH DE number 3461174 (Why is no real title available?)
scientific article; zbMATH DE number 3562121 (Why is no real title available?)
scientific article; zbMATH DE number 3086058 (Why is no real title available?)
On the optimality of equilibrium when the market structure is incomplete
Real indeterminacy with financial assets
Smooth Preferences
Smooth Preferences: A Corrigendum
The Graph of the Walras Correspondence
Topological methods in Walrasian economics

Cited in

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Equilibria in incomplete assets economies with infinite dimensional spot markets
Existence of financial equilibria with restricted participation
Equilibrium in economies with incomplete financial markets
Equilibrium in incomplete markets. II: Generic existence in stochastic economies
Notes on optimality of rational expectations equilibrium with incomplete markets
Competition in a stock market with small firms
Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns
Existence of competitive equilibria for option markets
Computing equilibria in the general equilibrium model with incomplete asset markets
Fully revealing equilibria in sequential economies with asset markets
A note on incomplete markets
Pivoting to normalize a basic matrix
\(T\)-period economies with incomplete markets
Competitive equilibrium of incomplete markets for securities with smooth payoffs
Non-existence and inefficiency of equilibria with American options
Genericity analysis on the pseudo-equilibrium manifold
The survival assumption and existence of competitive equilibria when asset markets are incomplete
The structure of the pseudo-equilibrium manifold in economies with incomplete markets
Computing equilibria of GEI by relocalization on a Grassmann manifold
On monopolistic equilibria with incomplete markets: The case of an exchange economy
Extrinsic uncertainty and the informational role of prices
The index theorem for a GEI economy when the degree of incompleteness is even.
Strategic market games: an introduction.
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
A note on the regularity of competitive equilibria and asset structures.
A remark on rational expectation equilibria with incomplete markets and real assets
A simple method for computing equilibria when asset markets are incomplete
Incomplete financial markets with real assets and wealth-dependent credit limits
On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
Existence of equilibria with incomplete markets: The case of smooth returns
The existence of equilibrium in incomplete markets and the objective function of the firm
On the existence and the structure of the pseudo-equilibrium manifold
Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets
Rational expectations equilibria in sequence economies with symmetric information: The two-period case
The existence of security market equilibrium with a non-atomic state space
A new proof of the existence of equilibrium in incomplete market economies
Dept constraints and equilibrium in infinite horizon economies with incomplete markets
Equilibrium with incomplete markets without ordered preferences
Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling
Equilibrium and arbitrage in incomplete asset markets with fixed prices
An extension of Brouwer's fixed point theorem allowing discontinuities
On trees and logs
Partially revealing rational expectations equilibria with nominal assets
Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
A second welfare theorem for constrained efficient allocations in incomplete markets
Existence of equilibrium in incomplete markets with intermediation costs
Welfare and excess volatility of exchange rates
General equilibrium models and homotopy methods
A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
Existence of expectation equilibrium of real asset economies with transaction costs
Determination of general equilibrium with incomplete markets and default penalties
Equilibrium in incomplete markets with differential information: a basic model of generic existence
Indeterminacy of Cournot-Walras equilibrium with incomplete markets
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
Blocking coalitions and fairness in asset markets and asymmetric information economies
Financial intermediation and the welfare theorems in incomplete markets
A smooth homotopy method for incomplete markets
Existence of financial equilibria with endogenous short selling restrictions and real assets
Two-period economies with price-contingent deliveries
The arbitrage pricing theorem with incomplete preferences
On the existence of approximated equilibria in discontinuous economies
Nonexistence of constrained efficient production plans
\(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
Inefficiency of equilibria with incomplete markets
Existence of competitive equilibrium of large security-spot market with incomplete asset structure
Existence of sunspot equilibrium and absence of non-sunspot equilibria in a financial economy
Equilibrium in incomplete markets revisited
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
On the existence of linear equilibria in models of market making
Existence of the general economic equilibrium with the incomplete market of means
The Existence of Equilibrium without Free Disposal in Economies with Transaction Costs and Incomplete Markets
Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy
Collateral equilibrium. I: A basic framework
Securities market theory: possession, repo and rehypothecation
Reduced equivalent form of a financial structure
scientific article; zbMATH DE number 1782587 (Why is no real title available?)
Existence of equilibria in incomplete markets with non-ordered preferences
First steps towards an equilibrium theory for Lévy financial markets
Equilibrium, Markets and Dynamics
scientific article; zbMATH DE number 2119295 (Why is no real title available?)
Hyperfinite construction of \(G\)-expectation
General economic equilibrium with financial markets and retainability
A two-stage core with applications to asset market and differential information economiesw
On equilibrium existence with endogenous restricted financial participation
Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
Infinite horizon equilibrium with incomplete markets
Non-existence of equilibrium in an incomplete stock market economy
Default and exogenous collateral in incomplete markets with a continuum of states
Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
An extension of Mantel (1976) to incomplete markets
Financial markets with endogenous transaction costs
Arbitrage and equilibrium with portfolio constraints
General Equilibrium in a Heterogeneous-Agent Incomplete-Market Economy with Many Consumption Goods and a Risk-Free Bond
An existence theorem for generalized quasi-variational inequalities involving the Grassmannian manifold with an application
Extension of GAMS for complementarity problems arising in applied economic analysis
Failure of the index theorem in an incomplete market economy
Existence of financial equilibria with real assets: a variational inequality approach
Robust nonexistence of equilibrium with incomplete markets
Rational behavior and rational expectations

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