Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
From MaRDI portal
Publication:1319016
DOI10.1016/0304-4068(93)90005-6zbMath0790.90012OpenAlexW2026430952MaRDI QIDQ1319016
Publication date: 7 July 1994
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(93)90005-6
Related Items (9)
Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ ⋮ Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes ⋮ Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset ⋮ Existence of an endogenously complete equilibrium driven by a diffusion ⋮ The stochastic field of aggregate utilities and its saddle conjugate ⋮ THE MEANING OF MARKET EFFICIENCY ⋮ ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES ⋮ An extension of Milleron, Mitjushin and Polterovich's result ⋮ A simple proof of the existence of an equilibrium when the weak axiom holds
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lipschitz properties of solutions in mathematical programming
- Indeterminacy in incomplete market economies
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
- Comparative Statics and Perfect Foresight in Infinite Horizon Economies
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
- An Elementary Proof of the Existence of a Competitive Equilibrium with Weak Gross Substitutes*
- The Consumption-Based Capital Asset Pricing Model
This page was built for publication: Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models