Non-existence of equilibrium in an incomplete stock market economy
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Publication:5931983
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Cites work
- scientific article; zbMATH DE number 19466 (Why is no real title available?)
- A Theory of Competitive Equilibrium in Stock Market Economies
- A geometric approach to a class of equilibrium existence theorems
- 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
- On the optimality of equilibrium when the market structure is incomplete
Cited in
(9)- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Nonexistence of constrained efficient production plans
- Equilibrium in a Stock Market Economy with Shareholder Voting
- Generic inefficiency of stock market equilibrium when markets are incomplete
- Constrained efficiency versus unanimity in incomplete markets
- Strategic market games: an introduction.
- Robust nonexistence of equilibrium with incomplete markets
- On bankruptcy in general equilibrium with uncertainty
- Non-existence and inefficiency of equilibria with American options
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