Complete and incomplete financial markets in multi-good economies
From MaRDI portal
Publication:893422
Recommendations
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
- Endogenous completeness of diffusion driven equilibrium markets
- Does Market Incompleteness Matter?
- Spanning and completeness in markets with contingent claims
- Complete and competitive financial markets in a complex world
Cites work
- scientific article; zbMATH DE number 1817650 (Why is no real title available?)
- scientific article; zbMATH DE number 785439 (Why is no real title available?)
- A Dynamic Equilibrium Model of International Portfolio Holdings
- A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
- A generalized clark representation formula, with application to optimal portfolios
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
- Asset Prices in an Exchange Economy
- Asset Prices in an Exchange Economy with Habit Formation
- Characterisation of generically complete real asset structures
- Endogenous completeness of diffusion driven equilibrium markets
- Equilibrium asset prices and exchange rates
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
- Existence of financial equilibria in continuous time with potentially complete markets
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
- On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
- On the optimality of equilibrium when the market structure is incomplete
- On trees and logs
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- The Consumption-Based Capital Asset Pricing Model
- The Role of Portfolio Constraints in the International Propagation of Shocks
Cited in
(15)- Complete markets do not allow free cash flow streams
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
- Pooling and endogenous market incompleteness
- Dynamically complete markets under Brownian motion
- Endogenous completeness of diffusion driven equilibrium markets
- Filtration shrinkage, the structure of deflators, and failure of market completeness
- Core concepts for incomplete market economies
- Complete and competitive financial markets in a complex world
- Does Market Incompleteness Matter?
- Financial Giffen goods: Examples and counterexamples
- Incomplete markets: transverse financial structures
- Market Selection and Welfare in a Multi-asset Economy*
- Existence of financial equilibria in continuous time with potentially complete markets
- scientific article; zbMATH DE number 5077035 (Why is no real title available?)
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
This page was built for publication: Complete and incomplete financial markets in multi-good economies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q893422)
