Generic regularity of competitive equilibria with restricted participation

DOI10.1016/S0304-4068(01)00067-2zbMath1093.91519MaRDI QIDQ5953016

David Cass, Paolo Siconolfi, Antonio Villanacci

Publication date: 2001

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

Financial marketsGeneral equilibriumRegularity of equilibriaRestricted participation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (13)

Risk externalities: when financial imperfections are not the problem, but part of the solution ⋮ Fundamental non-convexity and externalities: a differentiable approach ⋮ Reduced equivalent form of a financial structure ⋮ Walrasian foundations for equilibria in segmented markets ⋮ Multiplicity in general financial equilibrium with portfolio constraints ⋮ On the regularity of smooth production economies with externalities: competitive equilibrium à la Nash ⋮ Externalities, consumption constraints and regular economies ⋮ Arbitrage and equilibrium with portfolio constraints ⋮ General consumption constraints and regular economies ⋮ Generic regularity of differentiated product oligopolies ⋮ Endogenous restricted participation in general financial equilibrium ⋮ Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence ⋮ Semistrictly quasiconcave approximation and an application to general equilibrium theory

Cites Work

• Unnamed Item
• Generic inefficiency of stock market equilibrium when markets are incomplete
• The structure of financial equilibrium with exogenous yields. The case of restricted participation
• Real effects of money in general equilibrium
• Regular nonsmooth equations
• Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
• Generic existence of competitive equilibria with restricted participation
• Viability and Equilibrium in Securities Markets with Frictions

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