On the completeness of complete markets
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Publication:946352
DOI10.1007/S00199-007-0291-YzbMath1155.91020OpenAlexW2108651702MaRDI QIDQ946352
P. Jean-Jacques Herings, Kirsten I. M. Rohde
Publication date: 23 September 2008
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://cris.maastrichtuniversity.nl/ws/files/64776969/Herings_2008_on_the_completeness_of_complete.pdf
market structuremarket completenesstime-inconsistent preferencesmodel of Arrow-Debreusophisticated behavior
Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)
Related Items (3)
Naiveté and sophistication in dynamic inconsistency ⋮ Efficiency of competitive equilibria in economies with time-dependent preferences ⋮ Non-existence of competitive equilibria with dynamically inconsistent preferences
Cites Work
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- A note on the implementation of rational expectations equilibria
- Time-inconsistent preferences in a general equilibrium model
- Maximal elements of acyclic relations on compact sets
- Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
- Non-market reopening, time-consistent plans and the structure of intertemporal preferences
- Sequentially complete markets remain incomplete
- Stochastic OLG models, market structure, and optimality
- Projection Bias in Predicting Future Utility
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Existence of an Equilibrium for a Competitive Economy
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