The survival assumption and existence of competitive equilibria when asset markets are incomplete
From MaRDI portal
(Redirected from Publication:1361857)
Recommendations
- Existence of competitive equilibrium with incomplete markets
- Existence of equilibria in incomplete markets with non-ordered preferences
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
Cited in
(10)- The survival assumption in intertemporal economies
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- Effectively complete equilibria -- A note
- Arbitrage and equilibrium with portfolio constraints
- Credit segmentation in general equilibrium
- Walrasian equilibrium as limit of competitive equilibria without divisible goods
- Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
- An extension of a theorem by Mitjushin and Polterovich to incomplete markets
- Existence of competitive equilibrium of large security-spot market with incomplete asset structure
This page was built for publication: The survival assumption and existence of competitive equilibria when asset markets are incomplete
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361857)