Multiplicity in general financial equilibrium with portfolio constraints
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Publication:951002
DOI10.1016/J.JET.2006.08.007zbMATH Open1152.91481OpenAlexW3122999637MaRDI QIDQ951002FDOQ951002
Authors: Suleyman Basak, David Cass, Juan Manuel Licari, Anna Pavlova 
Publication date: 29 October 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2006.08.007
Recommendations
multiple equilibriaindeterminacyasset pricingportfolio constraintsgeneral financial equilibrium (GFE)
Cites Work
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Asset Prices in an Exchange Economy
- Title not available (Why is that?)
- Generic inefficiency of stock market equilibrium when markets are incomplete
- Endogenous restricted participation in general financial equilibrium
- Generic regularity of competitive equilibria with restricted participation
- Rational panics and stock market crashes.
- On trees and logs
Cited In (5)
- Multiple Constraints and Hicksian Complementarity: A Generalization and an Application to Portfolio Choice
- Endogenous restricted participation in general financial equilibrium
- Rational asset pricing bubbles and portfolio constraints
- Towards a generalization of Dupire's equation for several assets
- Introduction to monetary and macro economics
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