On equilibrium existence with endogenous restricted financial participation

DOI10.1016/J.JMATECO.2010.10.006MaRDI QIDQ533907zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

equilibriumincomplete marketsendogenous restricted financial participation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Special types of economic equilibria (91B52) Actuarial science and mathematical finance (91G99)

Recommendations

• Existence of financial equilibria with endogenous short selling restrictions and real assets
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• General equilibrium with endogenously incomplete financial markets
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• The structure of financial equilibrium with exogenous yields. The case of restricted participation

Cites work

• Arbitrage and equilibrium with portfolio constraints
• Endogenous restricted participation in general financial equilibrium
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Existence of financial equilibria with restricted participation
• On the optimality of equilibrium when the market structure is incomplete

Cited in

(15)

• Existence of financial equilibria with restricted participation
• General economic equilibrium with financial markets and retainability
• Restricted participation on financial markets: a general equilibrium approach using variational inequality methods
• Existence of financial equilibria with endogenous short selling restrictions and real assets
• The structure of financial equilibrium with exogenous yields. The case of restricted participation
• Endogenous restricted participation in general financial equilibrium
• Credit segmentation in general equilibrium
• Incomplete financial markets with real assets and wealth-dependent credit limits
• Credit market segmentation, essentiality of commodities, and supermodularity
• Endogenous differential information
• Financial segmentation and collateralized debt in infinite-horizon economies
• Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence
• Existence of an equilibrium with limited participation
• Reduced equivalent form of a financial structure
• Equilibrium in collateralized asset markets: credit contractions and negative equity loans

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