The survival assumption and existence of competitive equilibria when asset markets are incomplete

DOI10.1006/JETH.1996.0123zbMATH Open0879.90036OpenAlexW2066090407MaRDI QIDQ1361857FDOQ1361857

Authors: Piero Gottardi, Thorsten Hens 

Publication date: 25 January 1998

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1996.0123

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zbMATH Keywords

existence of a competitive equilibrium

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cited In (10)

• Existence of competitive equilibrium of large security-spot market with incomplete asset structure
• Arbitrage and equilibrium with portfolio constraints
• Walrasian equilibrium as limit of competitive equilibria without divisible goods
• An extension of a theorem by Mitjushin and Polterovich to incomplete markets
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
• Equilibrium and arbitrage in incomplete asset markets with fixed prices
• Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
• Credit segmentation in general equilibrium
• Effectively complete equilibria -- A note
• The survival assumption in intertemporal economies

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