The existence of security market equilibrium with a non-atomic state space
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Publication:1817342
DOI10.1016/0304-4068(95)00743-1zbMATH Open0868.90024OpenAlexW2081204734WikidataQ56936164 ScholiaQ56936164MaRDI QIDQ1817342FDOQ1817342
William R. Zame, Andreu Mas-Colell
Publication date: 18 August 1997
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(95)00743-1
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- Equilibrium analysis in financial markets with countably many securities
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
- Construction of a state space for interrelated securities with an application to temporary equilibrium theory
incomplete marketsRadner equilibriumbackward recursion methodsfinite horizon economyinfinite state spacenon-atomic continuum of states of nature
Cites Work
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Cited In (14)
- Overlapping generations models with incomplete markets
- Default and exogenous collateral in incomplete markets with a continuum of states
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Existence of expectation equilibrium of real asset economies with transaction costs
- Two-period economies with price-contingent deliveries
- Quasi-variational problems with non-self map on Banach spaces: existence and applications
- A new proof of the existence of equilibrium in incomplete market economies
- Incomplete financial markets and jumps in asset prices
- Incomplete security markets with infinitely many states: An introduction
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
- Making promises in infinite-horizon economies with default and collateral
- Discreteness of equilibria in incomplete markets with a continuum of states
- Sequential decisions under uncertainty and the maximum theorem
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