On equilibrium existence with endogenous restricted financial participation
DOI10.1016/J.JMATECO.2010.10.006zbMATH Open1211.91163OpenAlexW2032377924MaRDI QIDQ533907FDOQ533907
Abdelkrim Seghir, Juan Pablo Torres-Martínez
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
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Microeconomic theory (price theory and economic markets) (91B24) Special types of economic equilibria (91B52) Actuarial science and mathematical finance (91G99)
Cites Work
- Existence of financial equilibria with restricted participation
- Arbitrage and equilibrium with portfolio constraints
- 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
- Endogenous restricted participation in general financial equilibrium
Cited In (12)
- Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence
- Existence of financial equilibria with endogenous short selling restrictions and real assets
- Reduced equivalent form of a financial structure
- Financial segmentation and collateralized debt in infinite-horizon economies
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Credit market segmentation, essentiality of commodities, and supermodularity
- Credit segmentation in general equilibrium
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- General economic equilibrium with financial markets and retainability
- Incomplete financial markets with real assets and wealth-dependent credit limits
- Restricted participation on financial markets: a general equilibrium approach using variational inequality methods
- Endogenous differential information
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