scientific article; zbMATH DE number 1154009
From MaRDI portal
Publication:4389633
Recommendations
Cited in
(61)- scientific article; zbMATH DE number 1411845 (Why is no real title available?)
- 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
- On the orientability of the asset equilibrium manifold
- Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
- Pricing rules and Arrow-Debreu ambiguous valuation
- Sequentially complete markets remain incomplete
- Arbitrage and equilibrium with portfolio constraints
- The degree of indeterminacy of equilibria with incomplete markets
- MIT shocks imply market incompleteness
- 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
- Real indeterminacy of equilibria and manipulability
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Pareto improvement and agenda control of sequential financial innovations
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Existence of stochastic equilibrium with incomplete financial markets
- Spanning with American options.
- Market problems
- 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
- scientific article; zbMATH DE number 1782587 (Why is no real title available?)
- 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
- 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
- Optimality of Stationary Asset Equilibria Under A Stochastic Inflation Tax
- 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
- On the completeness of complete markets
- Capital market equilibrium with moral hazard
- An introduction to general equilibrium with incomplete asset markets
- Nonmonotonic Choquet integrals
- General economic equilibrium with financial markets and retainability
- Liquidity and market incompleteness
- Equilibrium with arbitrary market structure
- Competitive equilibria with asymmetric information
- Computing equilibria in economies with incomplete markets, collateral and default penalties
- Cooperative games with stochastic payoffs
- An extension of Mantel (1976) to incomplete markets
- 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
- An interior-point algorithm for computing equilibria in economies with incomplete asset markets
- When Borch's theorem does not apply: some key implications of market incompleteness, with policy relevance today
- 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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4389633)