Gross substitution in financial markets
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Publication:672545
DOI10.1016/0165-1765(94)00647-KzbMATH Open0900.90021OpenAlexW2071128338MaRDI QIDQ672545FDOQ672545
Authors: Thorsten Hens, Löffler, Andras 
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)00647-k
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Cites Work
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- On Some Systems of Equations of Mathematical Economics
- Existence and Uniqueness of Equilibria When Preferences are Additively Separable
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- Relative Risk Aversion with Arrow-Debreu Securities
- Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem
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- Mean demand when consumers satisfy the weak axiom of revealed preference
Cited In (10)
- Risk aversion and uniqueness of equilibrium in economies with two goods and arbitrary endowments
- Huggett economies with multiple stationary equilibria
- Title not available (Why is that?)
- Recent advances on uniqueness of competitive equilibrium
- An extension of a theorem by Mitjushin and Polterovich to incomplete markets
- Factor-supply responses and the gross-substitute system
- Uniqueness of equilibrium in a Bewley-Aiyagari model
- A new approach to the uniqueness of equilibrium with CRRA preferences
- Title not available (Why is that?)
- Offer curves and uniqueness of competitive equilibrium
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