Failure of the index theorem in an incomplete market economy

DOI10.1016/J.JMATECO.2012.07.004MaRDI QIDQ690982zbMATH OpenOpenAlexFDO

Authors Takeshi Momi

Publication date 29 November 2012

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2012.07.004

zbMATH Keywords

homotopyincomplete marketindex theorem

Mathematics Subject Classification ID

Portfolio theory (91G10) Microeconomic theory (price theory and economic markets) (91B24) Special types of economic markets (including Cournot, Bertrand) (91B54)

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• The index theorem for a GEI economy when the degree of incompleteness is even.
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Cites work

• scientific article; zbMATH DE number 3809326 (Why is no real title available?)
• A new proof of the index formula for incomplete markets
• Computing Equilibria when Asset Markets are Incomplete
• Computing equilibria of GEI by relocalization on a Grassmann manifold
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Excess demand function around critical prices in incomplete markets
• Excess demand functions and incomplete markets
• Microeconomic theory
• On the Disaggregation of Excess Demand Functions
• On the orientability of the asset equilibrium manifold
• The index theorem for a GEI economy when the degree of incompleteness is even.
• Two Remarks on the Number of Equilibria of an Economy

Cited in

(4)

• A smooth homotopy method for incomplete markets
• The index theorem for a GEI economy when the degree of incompleteness is even.
• Filtration shrinkage, the structure of deflators, and failure of market completeness
• A new proof of the index formula for incomplete markets

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