Stochastic equilibria with incomplete financial markets
From MaRDI portal
Publication:1087461
DOI10.1016/0022-0531(87)90027-5zbMATH Open0611.90024OpenAlexW2048191805MaRDI QIDQ1087461FDOQ1087461
Authors: Darrell Duffie
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
Recommendations
- Existence of stochastic equilibrium with incomplete financial markets
- Equilibrium in economies with incomplete financial markets
- Competitive equilibrium with incomplete financial markets
- General equilibrium with endogenously incomplete financial markets
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Existence of financial equilibria in continuous time with potentially complete markets
- A time-embedded approach to economic equilibrium with incomplete financial markets
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Approximation theorems for stochastic economies with incomplete markets
Cites Work
- Title not available (Why is that?)
- On the optimality of equilibrium when the market structure is incomplete
- Title not available (Why is that?)
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Equilibrium in economies with incomplete financial markets
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Title not available (Why is that?)
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
Cited In (64)
- The restricted convex risk measures in actuarial solvency
- Title not available (Why is that?)
- Price impact under heterogeneous beliefs and restricted participation
- Title not available (Why is that?)
- Title not available (Why is that?)
- Price as a choice under nonstochastic randomness in finance
- Structure of financial markets and real indeterminacy of equilibria
- Existence of competitive equilibrium with incomplete markets
- \(T\)-period economies with incomplete markets
- Reduced equivalent form of a financial structure
- Financial innovation, precautionary saving and the risk-free rate
- Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach
- An incomplete equilibrium with a stochastic annuity
- Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets
- Existence of financial equilibria in continuous time with potentially complete markets
- Incomplete markets and individual risks
- Market equilibrium with heterogeneous recursive-utility-maximizing agents
- Observable restrictions of general equilibrium models with financial markets.
- Financial equilibria in the semimartingale setting: complete markets with withdrawal constraints
- Incomplete information equilibria: separation theorems and other myths
- Arbitrage and equilibrium with portfolio constraints
- Equilibrium in economies with incomplete financial markets
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
- Musings on the Cass trick
- Equilibrium with incomplete markets without ordered preferences
- Existence of financial equilibria with restricted participation
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Existence of equilibrium on incomplete financial market with a measurable space of agents
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Existence of stochastic equilibrium with incomplete financial markets
- Infinite horizon equilibrium with incomplete markets
- No-arbitrage equilibria with differential information: an existence proof
- Approximation theorems for stochastic economies with incomplete markets
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk
- Empirical Performance and Asset Pricing in Hidden Markov Models
- Existence of equilibria with incomplete markets: The case of smooth returns
- Recursive equilibrium in stochastic OLG economies: Incomplete markets
- Existence of equilibrium and price adjustments in a finance economy with incomplete markets
- Incomplete financial markets and jumps in asset prices
- Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets
- Incomplete security markets with infinitely many states: An introduction
- Pooling, pricing and trading of risks
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
- Allocation of risks and equilibrium in markets with finitely many traders
- Equilibrium pricing in incomplete markets under translation invariant preferences
- A time-embedded approach to economic equilibrium with incomplete financial markets
- Complete and incomplete markets with short-sale constraints
- An introduction to general equilibrium with incomplete asset markets
- Stability of marketable payoffs with long-term assets
- Full and constrained Pareto efficiency with incomplete financial markets
- Real indeterminacy with financial assets
- An example of a stochastic equilibrium with incomplete markets
- Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
- Non-existence and inefficiency of equilibria with American options
- Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
- Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns
- Investment and financing in incomplete markets
- On Shapley-Shubik equilibria with financial markets
- The existence of security market equilibrium with a non-atomic state space
- Ergodic Markov equilibrium with incomplete markets and short sales
- Generic inefficiency of stock market equilibrium when markets are incomplete
- Asset pricing under progressive taxes and existence of general equilibrium
- Equilibrium in incomplete markets with differential information: a basic model of generic existence
This page was built for publication: Stochastic equilibria with incomplete financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1087461)