The existence of security market equilibrium with a non-atomic state space
From MaRDI portal
(Redirected from Publication:1817342)
Recommendations
- scientific article; zbMATH DE number 2011597
- Existence of competitive equilibrium of large security-spot market with incomplete asset structure
- Existence of equilibrium on asset markets with a countably infinite number of states
- Existence of stochastic equilibrium with incomplete financial markets
- Incomplete security markets with infinitely many states: An introduction
- Existence of financial equilibria in continuous time with potentially complete markets
- 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
Cites work
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 1154009 (Why is no real title available?)
- scientific article; zbMATH DE number 1154013 (Why is no real title available?)
- A new proof of the existence of equilibrium in incomplete market economies
- An equilibrium existence theorem for a general model without ordered preferences
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Arbitrage and equilibrium in economies with infinitely many commodities
- Competitive equilibrium with incomplete financial markets
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Equilibrium in economies with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Infinite Horizon Incomplete Markets
- Infinite horizon equilibrium with incomplete markets
- Integrals of set-valued functions
- On the optimality of equilibrium when the market structure is incomplete
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Remarks on the game-theoretic analysis of a simple distribution of surplus problem
- Self-fulfilling equilibria: An existence theorem for a general state space
- Stochastic equilibria with incomplete financial markets
- The pricing of options and corporate liabilities
Cited in
(15)- 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
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
- Incomplete security markets with infinitely many states: An introduction
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- New conditions for the existence of Radner equilibrium with infinitely many states
- 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
This page was built for publication: The existence of security market equilibrium with a non-atomic state space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1817342)
