Robust nonexistence of equilibrium with incomplete markets
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Publication:707382
DOI10.1016/S0304-4068(03)00084-3zbMATH Open1084.91039OpenAlexW2006158920MaRDI QIDQ707382FDOQ707382
Authors: Lutz-Alexander Busch, Srihari Govindan 
Publication date: 9 February 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(03)00084-3
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General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- An introduction to general equilibrium with incomplete asset markets
- Equilibrium in economies with incomplete financial markets
- Characterisation of generically complete real asset structures
- Options and equilibrium
- Existence of equilibria with incomplete markets: The case of smooth returns
- Incomplete markets: transverse financial structures
- Title not available (Why is that?)
- Non-existence of equilibrium in an incomplete stock market economy
- On the generic existence of Radner equilibria when there are as many securities as states of nature
Cited In (15)
- Existence of Equilibria in Economies with Bads
- Competitive equilibrium in Sobolev spaces without bounds on short sales
- Existence of competitive equilibrium with incomplete markets
- Non-existence of equilibrium in an incomplete stock market economy
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- The structure of the pseudo-equilibrium manifold in economies with incomplete markets
- Existence of equilibria with incomplete markets: The case of smooth returns
- The Existence of Equilibrium without Free Disposal in Economies with Transaction Costs and Incomplete Markets
- Financial markets with endogenous transaction costs
- Existence of equilibria in incomplete markets with non-ordered preferences
- Non-existence of competitive equilibria with dynamically inconsistent preferences
- Indeterminacy of Cournot-Walras equilibrium with incomplete markets
- Non-existence and inefficiency of equilibria with American options
- On financial equilibrium with intermediation costs
- Existence of competitive equilibria for option markets
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