Characterisation of generically complete real asset structures

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An exact sequence in differential topology
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Cited in

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Equilibria in incomplete assets economies with infinite dimensional spot markets
Computing equilibria in the general equilibrium model with incomplete asset markets
Arbitrage and asset prices
On the number of currencies needed to implement the complete asset market allocation
On the robustness of factor structures to asset repackaging
Genericity analysis on the pseudo-equilibrium manifold
Stability of tâtonnement processes of short period equilibria with rational expectations
The structure of the pseudo-equilibrium manifold in economies with incomplete markets
Existence of stochastic equilibrium with incomplete financial markets
Spanning with American options.
A note on the regularity of competitive equilibria and asset structures.
Existence of equilibria with incomplete markets: The case of smooth returns
Capital market equilibrium with moral hazard
On trees and logs
Partially revealing rational expectations equilibria with nominal assets
On the algebraic dimension of bad prices in incomplete markets with real assets
A second welfare theorem for constrained efficient allocations in incomplete markets
A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
Financial intermediation and the welfare theorems in incomplete markets
\(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
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Existence of financial equilibria in continuous time with potentially complete markets
A two-stage core with applications to asset market and differential information economiesw
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OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
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Robust nonexistence of equilibrium with incomplete markets
Equilibria with options: Existence and indeterminacy
Complete and incomplete financial markets in multi-good economies
Generic inefficiency of stock market equilibrium when markets are incomplete
Existence of equilibrium with incomplete markets

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