Income taxation when markets are incomplete
From MaRDI portal
Publication:1417726
DOI10.1007/s10203-003-0038-6zbMath1068.91058OpenAlexW2110960081MaRDI QIDQ1417726
Publication date: 8 January 2004
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/746/1/MPRA_paper_746.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Generic inefficiency of stock market equilibrium when markets are incomplete
- An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
- Real indeterminacy with financial assets
- Global analysis and economics. III: Pareto Optima and price equilibria
- Welfare-improving financial innovation with a single good
- The price normalization problem in imperfect competition and the objective of the firm
- Pareto improving financial innovation in incomplete markets
- Constrained suboptimality in incomplete markets: A general approach and two applications
- Welfare effects of financial innovation in incomplete markets economies with several consumption goods
- The taxation of trades in assets
- Differential Topology
- A Theory of Competitive Equilibrium in Stock Market Economies
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
- Four Alternative Policies to Restore Balance of Payments Equilibrium
This page was built for publication: Income taxation when markets are incomplete