Characterisation of generically complete real asset structures
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DOI10.1016/0304-4068(90)90041-7zbMATH Open0694.90019OpenAlexW1988745961MaRDI QIDQ909554FDOQ909554
Authors: Michael J. P. Magill, Wayne J. Shafer 
Publication date: 1990
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(90)90041-7
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- Smooth Preferences: A Corrigendum
- An exact sequence in differential topology
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- On the generic existence of Radner equilibria when there are as many securities as states of nature
Cited In (30)
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- Existence of financial equilibria in continuous time with potentially complete markets
- Complete and incomplete financial markets in multi-good economies
- The completion of real-asset markets by options
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- A note on the regularity of competitive equilibria and asset structures.
- Robust nonexistence of equilibrium with incomplete markets
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Arbitrage and asset prices
- Existence of stochastic equilibrium with incomplete financial markets
- On the algebraic dimension of bad prices in incomplete markets with real assets
- Spanning with American options.
- Genericity analysis on the pseudo-equilibrium manifold
- The structure of the pseudo-equilibrium manifold in economies with incomplete markets
- On trees and logs
- A second welfare theorem for constrained efficient allocations in incomplete markets
- Financial intermediation and the welfare theorems in incomplete markets
- Existence of equilibrium with incomplete markets
- On the number of currencies needed to implement the complete asset market allocation
- A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
- Stability of tâtonnement processes of short period equilibria with rational expectations
- Existence of equilibria with incomplete markets: The case of smooth returns
- Capital market equilibrium with moral hazard
- A two-stage core with applications to asset market and differential information economiesw
- Partially revealing rational expectations equilibria with nominal assets
- \(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
- Equilibria with options: Existence and indeterminacy
- Generic inefficiency of stock market equilibrium when markets are incomplete
- Computing equilibria in the general equilibrium model with incomplete asset markets
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