Existence of financial equilibria with endogenous short selling restrictions and real assets

DOI10.1007/s10203-013-0144-zzbMath1398.91390OpenAlexW2238376991MaRDI QIDQ2343104

Michele Gori, Marina Pireddu, Antonio Villanacci

Publication date: 4 May 2015

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: http://www.disei.unifi.it/upload/sub/pubblicazioni/repec/flo/workingpapers/storicodimad/2010n/dimadwp2010-07rev.pdf

zbMATH Keywords

general equilibriumfinancial marketsrestricted participationreal assets

Mathematics Subject Classification ID

General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

Related Items (4)

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Incomplete financial markets with real assets and wealth-dependent credit limits ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics

Cites Work

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• On equilibrium existence with endogenous restricted financial participation
• A geometric approach to a class of equilibrium existence theorems
• Solving systems of simultaneous equations in economics
• Existence of equilibrium with incomplete markets
• Endogenous restricted participation in general financial equilibrium
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Existence of equilibria with incomplete markets: The case of smooth returns
• Bancruptcy in a model of unsecured claims.
• Default and Punishment in General Equilibrium1
• Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral

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