Generic non-existence of equilibria in finance models
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Publication:810351
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Cites work
- scientific article; zbMATH DE number 3730702 (Why is no real title available?)
- scientific article; zbMATH DE number 3504682 (Why is no real title available?)
- scientific article; zbMATH DE number 3525695 (Why is no real title available?)
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
- An Intertemporal General Equilibrium Model of Asset Prices
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Edgeworth Equilibria
- Equilibrium without uniform conditions
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
- The Consumption-Based Capital Asset Pricing Model
- The Price Equilibrium Existence Problem in Topological Vector Lattices
Cited in
(7)- Separable utility functions
- Inada's condition implies equilibrium existence is rare
- Existence of pseudo-equilibria in a financial economy
- Prevalence
- A new proof of the existence of equilibrium in incomplete market economies
- Equilibria without the survival assumption
- Arbitrage pricing in non-Walrasian financial markets
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