A time-embedded approach to economic equilibrium with incomplete financial markets
From MaRDI portal
Publication:3000048
DOI10.1007/978-4-431-53883-7_8zbMath1216.91041OpenAlexW1857630312MaRDI QIDQ3000048
Roger J.-B. Wets, R. Tyrrell Rockafellar, Alejandro Jofre
Publication date: 18 May 2011
Published in: Advances in Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-4-431-53883-7_8
transaction costsgeneral economic equilibriumincomplete financial marketstime embeddingample survivabilityretention of money
Related Items
On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach, Defaults and infinite prices in a stochastic pure exchange model, Unnamed Item, General economic equilibrium with financial markets and retainability