A new proof of the existence of equilibrium in incomplete market economies
From MaRDI portal
Publication:1817343
DOI10.1016/0304-4068(95)00744-XzbMath0868.90015OpenAlexW2014598393WikidataQ127098608 ScholiaQ127098608MaRDI QIDQ1817343
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)00744-x
Related Items
Making promises in infinite-horizon economies with default and collateral ⋮ Discreteness of equilibria in incomplete markets with a continuum of states ⋮ Default and exogenous collateral in incomplete markets with a continuum of states ⋮ Equilibria in incomplete assets economies with infinite dimensional spot markets ⋮ Incomplete security markets with infinitely many states: An introduction ⋮ Rational expectations equilibria in sequence economies with symmetric information: The two-period case ⋮ The existence of security market equilibrium with a non-atomic state space ⋮ Optimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraints ⋮ Overlapping generations models with incomplete markets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generic non-existence of equilibria in finance models
- Equilibrium in economies with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- Inada's condition implies equilibrium existence is rare
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Self-fulfilling equilibria: An existence theorem for a general state space
- The existence of security market equilibrium with a non-atomic state space
- On Fatou's Lemma in several dimensions
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets