Competitive equilibrium with incomplete financial markets
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Publication:854956
DOI10.1016/J.JMATECO.2006.04.008zbMATH Open1141.91425OpenAlexW3124304139MaRDI QIDQ854956FDOQ854956
Authors: David Cass 
Publication date: 7 December 2006
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://economics.sas.upenn.edu/sites/default/files/filevault/working-papers/06-010.pdf
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Cites Work
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- On the optimality of equilibrium when the market structure is incomplete
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- On the Existence of General Equilibrium for a Competitive Market
- A characterization of the optimality of equilibrium in incomplete markets
- Equilibrium in a discrete exchange economy with money
Cited In (49)
- Sperner's lemma and competitive equilibrium with incomplete financial markets
- Loan market equilibrium with difference of opinion and imperfect competition.
- Characterizing useless-free financial structures
- Structure of financial markets and real indeterminacy of equilibria
- Competitive equilibrium in Sobolev spaces without bounds on short sales
- Existence of competitive equilibrium with incomplete markets
- Existence of competitive equilibrium of large security-spot market with incomplete asset structure
- \(T\)-period economies with incomplete markets
- Reduced equivalent form of a financial structure
- Financial innovation, precautionary saving and the risk-free rate
- Eliminating useless portfolios in constrained financial economies
- Determination of general equilibrium with incomplete markets and default penalties
- Arbitrage and equilibrium with portfolio constraints
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- Introduction to general equilibrium
- Musings on the Cass trick
- Equilibrium with incomplete markets without ordered preferences
- Existence of financial equilibria with restricted participation
- Slack in incomplete markets with nominal assets: A symmetric proof
- A smooth homotopy method for incomplete markets
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- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Submodular financial markets with frictions
- Existence of stochastic equilibrium with incomplete financial markets
- A simple method for computing equilibria when asset markets are incomplete
- Credit market segmentation, essentiality of commodities, and supermodularity
- Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
- Incomplete financial markets model with nominal assets: variational approach
- General equilibrium with endogenously incomplete financial markets
- Incomplete markets: transverse financial structures
- Title not available (Why is that?)
- Existence of equilibrium and price adjustments in a finance economy with incomplete markets
- Competitive equilibrium on financial market
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Credit segmentation in general equilibrium
- An introduction to general equilibrium with incomplete asset markets
- Full and constrained Pareto efficiency with incomplete financial markets
- General economic equilibrium with financial markets and retainability
- Investment and financing in incomplete markets
- Partially revealing rational expectations equilibria with nominal assets
- Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence
- On Shapley-Shubik equilibria with financial markets
- The existence of security market equilibrium with a non-atomic state space
- Incomplete financial markets with real assets and wealth-dependent credit limits
- Restricted participation on financial markets: a general equilibrium approach using variational inequality methods
- Endogenous differential information
- Complete markets do not allow free cash flow streams
- Price impact under heterogeneous beliefs and restricted participation
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