Existence of stochastic equilibrium with incomplete financial markets

DOI10.1007/S11766-998-0011-9zbMath0907.90030OpenAlexW52063269MaRDI QIDQ1387524

Shunming Zhang

Publication date: 8 February 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-998-0011-9

zbMATH Keywords

equilibriumstochastic economyincomplete financial marketsarbitrage-free security markets

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets

Cites Work

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• Characterisation of generically complete real asset structures
• An introduction to general equilibrium with incomplete asset markets
• Structure of financial markets and real indeterminacy of equilibria
• Equilibrium in economies with incomplete financial markets
• Stochastic equilibria with incomplete financial markets
• On the optimality of equilibrium when the market structure is incomplete
• \(T\)-period economies with incomplete markets
• Infinite Horizon Incomplete Markets
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

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