A characterization of the optimality of equilibrium in incomplete markets
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Publication:1240140
Cites work
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- Quasi-Concave Programming
- Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach
Cited in
(18)- The core of a monetary economy without trust
- Perfect competition, the profit criterion, and the organization of economic activity
- Perfect competition and optimal product differentiation
- Constrained inefficiency in GEI: A geometric argument
- Core and equilibrium in incomplete markets
- The stock market and the vacancy rate
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Generic inefficiency of stock market equilibrium when markets are incomplete
- Notes on optimality of rational expectations equilibrium with incomplete markets
- A note on the implementation of rational expectations equilibria
- A new characterization of the efficiency of equilibrium with incomplete markets
- \(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
- Incentives and competitive allocations in exchange economies with incomplete markets
- A second welfare theorem for constrained efficient allocations in incomplete markets
- Core concepts for incomplete market economies
- Optimal futures innovation in a dynamic economy: The discrete-time case
- Competitive equilibrium with incomplete financial markets
- Money, information and equilibrium in large economies
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