Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

Cited In (only showing first 100 items - show all)

Existence of competitive equilibrium with incomplete markets
Existence of competitive equilibrium of large security-spot market with incomplete asset structure
Reduced equivalent form of a financial structure
A characterization of the optimality of equilibrium in incomplete markets
A new characterization of the efficiency of equilibrium with incomplete markets
Eliminating useless portfolios in constrained financial economies
Market equilibrium with heterogeneous recursive-utility-maximizing agents
On constrained optimal allocations with incomplete markets
The completion of real-asset markets by options
Characterisation of generically complete real asset structures
Opinion dynamics and learning in social networks
On equilibrium prices in continuous time
Arbitrage and equilibrium with portfolio constraints
Competitive equilibrium with incomplete financial markets
Equilibrium in economies with incomplete financial markets
Stochastic equilibria with incomplete financial markets
Securities market theory: possession, repo and rehypothecation
Equilibrium with incomplete markets without ordered preferences
Existence of financial equilibria with restricted participation
On multiple equilibria and the rational expectations hypothesis
Real indeterminacy of general equilibrium under Knightian uncertainty
The role of expectations in economic fluctuations and the efficacy of monetary policy
Existence of equilibrium in incomplete markets with intermediation costs
Existence of expectation equilibrium of real asset economies with transaction costs
Equilibrium in incomplete markets. I: A basic model of generic existence
Equilibrium in incomplete markets. II: Generic existence in stochastic economies
Endogeneous technical change in a competitive economy
On the optimality of equilibrium when the market structure is incomplete
Arbitrage and asset prices
The probability approach to general equilibrium with production
Existence of stochastic equilibrium with incomplete financial markets
On equilibrium existence with endogenous restricted financial participation
Determinants of stock market volatility and risk premia
Asset trading mechanisms and expansionary policy
Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
Time-inconsistent preferences in a general equilibrium model
Existence of an equilibrium for infinite horizon economies with and without complete information
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
Convex analysis and financial equilibrium
Behavioral equilibrium and evolutionary dynamics in asset markets
Partially revealing rational expectations equilibrium with real assets and binding constraints
Existence of equilibria with incomplete markets: The case of smooth returns
Rational asset pricing bubbles and portfolio constraints
A new proof of the existence of equilibrium in incomplete market economies
Agreeing to Disagree
Financial markets with endogenous transaction costs
Generic existence of competitive equilibria with restricted participation
Stochastic OLG models, market structure, and optimality
Incomplete financial markets and jumps in asset prices
Markets and contracts
Credit risk in general equilibrium
Equilibrium pricing in incomplete markets under translation invariant preferences
Endogenous uncertainty in a general equilibrium model with price contingent contracts
Notes on sequence economies, transaction costs, and uncertainty
The human side of mechanism design: a tribute to Leo Hurwicz and Jean-Jacque Laffont
An introduction to general equilibrium with incomplete asset markets
Asset markets and the information revealed by prices
The revelation of information and self-fulfilling beliefs
Asset price bubbles from heterogeneous beliefs about~mean reversion rates
General economic equilibrium with financial markets and retainability
Real indeterminacy with financial assets
Effectively complete equilibria -- A note
Indeterminacy in incomplete market economies
Equilibrium analysis, banking and financial instability.
Monetary equilibrium with missing markets.
First steps towards an equilibrium theory for Lévy financial markets
Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
The existence of security market equilibrium with a non-atomic state space
Evolutionary finance and dynamic games
An interior-point algorithm for computing equilibria in economies with incomplete asset markets
A note on the implementation of rational expectations equilibria
On the nonexistence of equlibrium with differential information
Rational beliefs and endogenous uncertainty
Sequential decisions under uncertainty and the maximum theorem
Asset market equilibrium with short-selling and differential information
Introduction to the special issue: Stochastic financial economics, Volume 1
Generic inefficiency of stock market equilibrium when markets are incomplete
Computing equilibria in the general equilibrium model with incomplete asset markets
Monetary transaction costs and the term premium
The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty
Irrelevance of private information in two-period economies with more goods than states of nature
Constrained inefficiency in GEI: A geometric argument
Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
Hyperfinite construction of G-expectation
Recursive equilibrium with price perfect foresight and a minimal state space
Derman and Taleb's ‘The illusions of dynamic replication’: a comment
On aggregation and representative agent equilibria
Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
Prices, asset markets and indeterminacy
Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach
Classic rational bubbles and representativeness
On bankruptcy in general equilibrium with uncertainty
Overlapping generations models with incomplete markets
The general equilibrium effects of localised technological progress: a classical approach
One-step-ahead implementation
Determination of general equilibrium with incomplete markets and default penalties
Sequentially complete markets remain incomplete
Core and equilibrium in incomplete markets
The Role of (Quasi) Analyticity in Establishing Completeness of Financial Markets Equilibria
On the generic existence of Radner equilibria when there are as many securities as states of nature

This page was built for publication: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5657893)