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The Survival Assumption and Existence of Competitive Equilibria When Asset Markets are Incomplete

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  • Gottardi, P.
  • Hens, T.

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Bibliographic Info

Paper provided by Cambridge - Risk, Information & Quantity Signals in its series Papers with number 202.

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Length: 25 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:cambri:202

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Postal: UNIVERSITY OF CAMBRIDGE, RESEARCH PROJECT ON RISK, INFORMATION AND QUANTITY SIGNALS IN ECONOMICS(E.S.R.C.), DEPARTMENT OF APPLIED ECONOMICS, SIDGWICK AV. CAMBRIDGE CB3 9DEDE U.K..
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Web page: http://www.econ.cam.ac.uk/
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Keywords: economic equilibrium;

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Cited by:
  1. Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," CORE Discussion Papers 2000026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou, 2004. "On the survival and irreducibility assumptions for financial markets with nominal assets," Cahiers de la Maison des Sciences Economiques b04008, Université Panthéon-Sorbonne (Paris 1).
  4. Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
  5. Herings,O. Jean-Jacques & Kubler,Felix, 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  6. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.

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