Complete and incomplete financial markets in multi-good economies
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Publication:893422
DOI10.1016/J.JET.2015.10.006zbMATH Open1369.91120OpenAlexW3124489034MaRDI QIDQ893422FDOQ893422
Authors: Paul Ehling, Christian Heyerdahl-Larsen 
Publication date: 19 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2380142
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Cites Work
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Cited In (13)
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
- Existence of financial equilibria in continuous time with potentially complete markets
- Title not available (Why is that?)
- Dynamically complete markets under Brownian motion
- Does Market Incompleteness Matter?
- Incomplete markets: transverse financial structures
- Filtration shrinkage, the structure of deflators, and failure of market completeness
- Market Selection and Welfare in a Multi-asset Economy*
- Core concepts for incomplete market economies
- Financial Giffen goods: Examples and counterexamples
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
- Complete markets do not allow free cash flow streams
- Pooling and endogenous market incompleteness
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