On equilibrium existence with endogenous restricted financial participation
From MaRDI portal
Publication:533907
DOI10.1016/j.jmateco.2010.10.006zbMath1211.91163MaRDI QIDQ533907
Juan Pablo Torres-Martínez, Abdelkrim Seghir
Publication date: 10 May 2011
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.econ.uchile.cl/uploads/publicacion/fb372feae87615c4488351e4539ef594602e406c.pdf
91B52: Special types of economic equilibria
91B24: Microeconomic theory (price theory and economic markets)
91G99: Actuarial science and mathematical finance
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Cites Work
- Existence of financial equilibria with restricted participation
- Endogenous restricted participation in general financial equilibrium
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Arbitrage and equilibrium with portfolio constraints
