Non-existence of equilibrium in an incomplete stock market economy
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Publication:5931983
DOI10.1016/S0304-4068(00)00059-8zbMATH Open0993.91026MaRDI QIDQ5931983FDOQ5931983
Authors: Takeshi Momi 
Publication date: 22 September 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
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- Existence of competitive equilibrium with incomplete markets
Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)
Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- A Theory of Competitive Equilibrium in Stock Market Economies
- Generic inefficiency of stock market equilibrium when markets are incomplete
- A geometric approach to a class of equilibrium existence theorems
- Existence of equilibrium with incomplete markets
- Title not available (Why is that?)
Cited In (9)
- On bankruptcy in general equilibrium with uncertainty
- Equilibrium in a Stock Market Economy with Shareholder Voting
- Robust nonexistence of equilibrium with incomplete markets
- Strategic market games: an introduction.
- Constrained efficiency versus unanimity in incomplete markets
- Non-existence and inefficiency of equilibria with American options
- Nonexistence of constrained efficient production plans
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Generic inefficiency of stock market equilibrium when markets are incomplete
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