Incomplete security markets with infinitely many states: An introduction
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Publication:1817339
DOI10.1016/0304-4068(95)00740-7zbMATH Open0861.90019OpenAlexW2067756099MaRDI QIDQ1817339FDOQ1817339
Publication date: 1 December 1996
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(95)00740-7
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- Stochastic equilibria with incomplete financial markets
- A note on extremality and completeness in financial markets with infinitely many risky assets
- The existence of security market equilibrium with a non-atomic state space
Cites Work
- On the optimality of equilibrium when the market structure is incomplete
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- The existence of security market equilibrium with a non-atomic state space
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Infinite Horizon Incomplete Markets
- An introduction to general equilibrium with incomplete asset markets
- Title not available (Why is that?)
- Title not available (Why is that?)
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- A new proof of the existence of equilibrium in incomplete market economies
- Infinite horizon equilibrium with incomplete markets
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Self-fulfilling equilibria: An existence theorem for a general state space
Cited In (6)
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Title not available (Why is that?)
- Title not available (Why is that?)
- The existence of security market equilibrium with a non-atomic state space
- Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation
- A note on extremality and completeness in financial markets with infinitely many risky assets
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