On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
From MaRDI portal
Publication:4016715
DOI10.1287/MOOR.17.1.148zbMATH Open0761.90019OpenAlexW2105042226MaRDI QIDQ4016715FDOQ4016715
Authors: R. A. Dana, Monique Pontier 
Publication date: 16 January 1993
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.17.1.148
Recommendations
- Existence of an endogenously complete equilibrium driven by a diffusion
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
- Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
- Equilibrium with Arbitrary Market Structure
General equilibrium theory (91B50) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)
Cited In (21)
- Complete and incomplete financial markets in multi-good economies
- Arrow's equivalency theorem in a model with neoclassical firms
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
- The meaning of market efficiency
- Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Existence of an endogenously complete equilibrium driven by a diffusion
- Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
- IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
- Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
- An example of a stochastic equilibrium with incomplete markets
- Equilibrium with arbitrary market structure
- Incomplete stochastic equilibria with exponential utilities close to Pareto optimality
- Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting
- Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
- Equilibrium Models With Singular Asset Prices
- Arrow-Debreu equilibria for rank-dependent utilities
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
- Stochastic equilibria for economies under uncertainty with intertemporal substitution
- An alternative proof for the existence of Radner equilibria
- Existence and uniqueness of Arrow-Debreu equilibria with consumptions in \(\mathbf{L}^0_+\)
This page was built for publication: On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4016715)
