scientific article; zbMATH DE number 1552541
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Publication:4524802
zbMATH Open0974.91034MaRDI QIDQ4524802FDOQ4524802
Authors: Thorsten Hens, Karl Schmedders, Beate Voss
Publication date: 16 December 2001
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- Computable general equilibrium with financial markets
- Multiplicity in general financial equilibrium with portfolio constraints
- A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
- Computing equilibria of semi-algebraic economies using triangular decomposition and real solution classification
- Full and constrained Pareto efficiency with incomplete financial markets
- On Shapley-Shubik equilibria with financial markets
- Finiteness property in vertically differentiated markets: a note on locally increasing and decreasing returns
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