Non-existence of equilibrium in an incomplete stock market economy
From MaRDI portal
(Redirected from Publication:5931983)
Recommendations
- Robust nonexistence of equilibrium with incomplete markets
- Existence of equilibria in incomplete markets with non-ordered preferences
- Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete
- Non-existence and inefficiency of equilibria with American options
- Existence of competitive equilibrium with incomplete markets
Cites work
- A geometric approach to a class of equilibrium existence theorems
- A Theory of Competitive Equilibrium in Stock Market Economies
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Existence of equilibrium with incomplete markets
- Generic inefficiency of stock market equilibrium when markets are incomplete
- scientific article; zbMATH DE number 19466 (Why is no real title available?)
- On the optimality of equilibrium when the market structure is incomplete
Cited in
(10)- Non-existence and inefficiency of equilibria with American options
- Strategic market games: an introduction.
- The existence of equilibrium in incomplete markets and the objective function of the firm
- Constrained efficiency versus unanimity in incomplete markets
- Nonexistence of constrained efficient production plans
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Equilibrium in a Stock Market Economy with Shareholder Voting
- On bankruptcy in general equilibrium with uncertainty
- Robust nonexistence of equilibrium with incomplete markets
- Generic inefficiency of stock market equilibrium when markets are incomplete
This page was built for publication: Non-existence of equilibrium in an incomplete stock market economy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5931983)