Pareto improving price regulation when the asset market is incomplete
From MaRDI portal
Publication:1780160
DOI10.1007/s00199-003-0431-yzbMath1114.91040MaRDI QIDQ1780160
P. Jean-Jacques Herings, Herakles M. Polemarchakis
Publication date: 7 June 2005
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/cf12b7c7-8c32-40c9-a3c4-10278929ec66
91B52: Special types of economic equilibria
91B24: Microeconomic theory (price theory and economic markets)
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
Endowment redistribution and Pareto improvements in GEI economies, Time-inconsistent preferences in a general equilibrium model, Externalities, consumption constraints and regular economies, Equilibria with coordination failures, Constrained suboptimality when prices are non-competitive, Risk measures in ordered normed linear spaces with non-empty cone-interior, The composite iteration algorithm for finding efficient and financially fair risk-sharing rules, Core concepts for incomplete market economies, The taxation of trades in assets