General economic equilibrium with financial markets and retainability
From MaRDI portal
Publication:514500
DOI10.1007/s00199-016-1031-yzbMath1405.91742OpenAlexW3122405481MaRDI QIDQ514500
Alejandro Jofre, Roger J.-B. Wets, R. Tyrrell Rockafellar
Publication date: 2 March 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-016-1031-y
variational inequalityasset pricingincomplete marketstransaction costsvariational analysisderivatives and collateralgeneral economic equilibriumretainability of goods
Variational inequalities (49J40) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
Related Items
Equilibrium Pricing Under Relative Performance Concerns, Market equilibria and money, Two-stage stochastic variational inequalities: an ERM-solution procedure, A two‐step optimization model for the distribution of perishable products, Emergence of price-taking behavior, Unnamed Item, Unnamed Item, Convex analysis and financial equilibrium, Generalized gradients, bid–ask spreads, and market equilibrium
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A bargaining theory of the firm
- Reduced equivalent form of a financial structure
- On equilibrium existence with endogenous restricted financial participation
- Competitive equilibrium with incomplete financial markets
- Equilibrium theory under ambiguity
- Generic inefficiency of stock market equilibrium when markets are incomplete
- An introduction to general equilibrium with incomplete asset markets
- Existence of financial equilibria with restricted participation
- Equilibrium in economies with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Existence of competitive equilibrium with incomplete markets
- Real indeterminacy with financial assets
- Real effects of money in general equilibrium
- On the optimality of equilibrium when the market structure is incomplete
- Notes on sequence economies, transaction costs, and uncertainty
- Monetary equilibrium with missing markets.
- Is gold an efficient store of value?
- Existence of equilibrium in incomplete markets with intermediation costs
- Computational aspects of general equilibrium theory. Refutable theories of value
- A time-embedded approach to economic equilibrium with incomplete financial markets
- Axiomatic Foundations of Multiplier Preferences
- Implicit Functions and Solution Mappings
- Money and Growth: The Case of Long Run Perfect Foresight
- Variational Analysis
- Computing Equilibria when Asset Markets are Incomplete
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Existence of financial market equilibria with transaction costs
- On Transaction Costs, Inessential Sequence Economies and Money
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Variational Inequalities and Economic Equilibrium
- Default and Punishment in General Equilibrium1
- Approximate versus Exact Equilibria in Dynamic Economies
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Equilibrium with Transaction Costs
- Economies with a Finite Set of Equilibria
- Existence of an Equilibrium for a Competitive Economy
- Hierarchic competitive equilibria
