scientific article; zbMATH DE number 1154009
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Publication:4389633
zbMATH Open0949.91021MaRDI QIDQ4389633FDOQ4389633
Authors: Michael J. P. Magill, Wayne J. Shafer 
Publication date: 18 May 1998
Title of this publication is not available (Why is that?)
Recommendations
Auctions, bargaining, bidding and selling, and other market models (91B26) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) General equilibrium theory (91B50) Special types of economic equilibria (91B52)
Cited In (61)
- MIT shocks imply market incompleteness
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- Constrained inefficiency in GEI: A geometric argument
- \(T\)-period economies with incomplete markets
- Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach
- Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
- On the orientability of the asset equilibrium manifold
- Pricing rules and Arrow-Debreu ambiguous valuation
- Arbitrage and equilibrium with portfolio constraints
- Sequentially complete markets remain incomplete
- The degree of indeterminacy of equilibria with incomplete markets
- Competitive equilibrium with unawareness in economies with production
- The index theorem for a GEI economy when the degree of incompleteness is even.
- A case for incomplete markets
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Construction of a state space for interrelated securities with an application to temporary equilibrium theory
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Real indeterminacy of equilibria and manipulability
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Pareto improvement and agenda control of sequential financial innovations
- Existence of stochastic equilibrium with incomplete financial markets
- Spanning with American options.
- Market problems
- Title not available (Why is that?)
- Genericity analysis on the pseudo-equilibrium manifold
- The structure of the pseudo-equilibrium manifold in economies with incomplete markets
- No-arbitrage equilibria with differential information: an existence proof
- A second welfare theorem for constrained efficient allocations in incomplete markets
- On the revelation of private information in stock market economies
- Convex analysis and financial equilibrium
- A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
- Income taxation when markets are incomplete
- Optimality of Stationary Asset Equilibria Under A Stochastic Inflation Tax
- A note on ``Stability of tâtonnement processes of short period equilibria with rational expectations
- General equilibrium with endogenously incomplete financial markets
- Incomplete markets: transverse financial structures
- Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets
- Incomplete security markets with infinitely many states: An introduction
- Equilibrium pricing in incomplete markets under translation invariant preferences
- Nonmonotonic Choquet integrals
- On the completeness of complete markets
- Capital market equilibrium with moral hazard
- An introduction to general equilibrium with incomplete asset markets
- General economic equilibrium with financial markets and retainability
- Liquidity and market incompleteness
- Equilibrium with arbitrary market structure
- Competitive equilibria with asymmetric information
- An extension of Mantel (1976) to incomplete markets
- Computing equilibria in economies with incomplete markets, collateral and default penalties
- Cooperative games with stochastic payoffs
- Partially revealing rational expectations equilibria with nominal assets
- Production and financial policies under asymmetric information
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- The existence of security market equilibrium with a non-atomic state space
- When Borch's theorem does not apply: some key implications of market incompleteness, with policy relevance today
- An interior-point algorithm for computing equilibria in economies with incomplete asset markets
- Risk sharing and retrading in incomplete markets
- Drèze equilibria and welfare maxima
- Computing equilibria in the general equilibrium model with incomplete asset markets
- Complete markets do not allow free cash flow streams
- Computing equilibria of GEI by relocalization on a Grassmann manifold
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