Stochastic equilibria with incomplete financial markets
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Publication:1087461
DOI10.1016/0022-0531(87)90027-5zbMath0611.90024OpenAlexW2048191805MaRDI QIDQ1087461
Publication date: 1987
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(87)90027-5
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Cites Work
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- On the optimality of equilibrium when the market structure is incomplete
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
