Recommendations
- Inefficiency of equilibria with incomplete markets
- Are Incomplete Markets Able to Achieve Minimal Efficiency?
- Full and constrained Pareto efficiency with incomplete financial markets
- Are incomplete markets able to achieve minimal efficiency?
- Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete
Cites work
- Convex Analysis
- Efficiency of Non-Walrasian Equilibria
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Financial innovation in a general equilibrium model
- scientific article; zbMATH DE number 3068856 (Why is no real title available?)
- Standard Securities
- The survival assumption and existence of competitive equilibria when asset markets are incomplete
- Voluntary and Efficient Allocations are Walrasian
Cited in
(10)- Pareto optima in incomplete financial markets
- Anonymity and optimality of competitive equilibria when markets are incomplete
- Are incomplete markets able to achieve minimal efficiency?
- Pareto improving price regulation when the asset market is incomplete
- A note on equalized proper equilibria
- Are strictly perfect equilibria proper? A counterexample
- Inefficiency of equilibria with incomplete markets
- Incomplete financial markets and jumps in asset prices
- Collateral equilibrium. I: A basic framework
- A new characterization of the efficiency of equilibrium with incomplete markets
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