Reduced equivalent form of a financial structure

DOI10.1016/j.jmateco.2010.12.015zbMath1242.91177OpenAlexW2109229466MaRDI QIDQ433147

Zaier Aouani, Bernard Cornet

Publication date: 13 July 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.12.015

zbMATH Keywords

portfolio constraintsarbitrage-free pricesconsumption equilibriumequivalent financial structurefinancial exchange economyreduced financial structurerestricted participation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (13)

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Submodular financial markets with frictions ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ Continuity of marketable payoffs with re-trading ⋮ Credit segmentation in general equilibrium ⋮ Financial segmentation and collateralized debt in infinite-horizon economies ⋮ On the equivalence of financial structures with long-term assets ⋮ Endogenous differential information ⋮ Eliminating useless portfolios in constrained financial economies ⋮ General economic equilibrium with financial markets and retainability ⋮ Existence of financial equilibria with restricted participation ⋮ Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence ⋮ Characterizing useless-free financial structures

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