scientific article; zbMATH DE number 1552541

MaRDI QIDQ4524802zbMATH OpenFDO

Authors Thorsten Hens, Karl Schmedders, Beate Voss

Publication date 16 December 2001

zbMATH Keywords

computation of equilibriaincomplete financial marketsmultiplicity of competitive equilibria

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Recommendations

• Computing equilibria in finance economies with incomplete markets and transaction costs
• Computing Equilibria when Asset Markets are Incomplete
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Cited in

(7)

• Full and constrained Pareto efficiency with incomplete financial markets
• A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
• Computable general equilibrium with financial markets
• Multiplicity in general financial equilibrium with portfolio constraints
• Finiteness property in vertically differentiated markets: a note on locally increasing and decreasing returns
• On Shapley-Shubik equilibria with financial markets
• Computing equilibria of semi-algebraic economies using triangular decomposition and real solution classification

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