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Citations for "Generic inefficiency of stock market equilibrium when markets are incomplete"

by Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J.

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  1. DAVILA, Julio & HONG, Jay H. & KRUSELL, Per & RIOS-RULL, José-Victor, . "Constrained efficiency in the neoclassical growth model with uninsurable idiosyncratic shocks," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -2463, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Jacques H. Drèze & Oussama Lachiri & Enrico Minelli, 2007. "Shareholder-efficient production plans in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne b07065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00611712, HAL.
  4. David Cass & Anna Pavlova, . "On Trees and Logs," CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences 00-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  5. Roberto C. Raimondo, 2003. "Hart Effect And Equilibrium In Incomplete Markets I," Department of Economics - Working Papers Series, The University of Melbourne 876, The University of Melbourne.
  6. Jacques Drèze & Enrico Minelli & Mario Tirelli, 2008. "Production and financial policies under asymmetric information," Economic Theory, Springer, Springer, vol. 35(2), pages 217-231, May.
  7. Charles P. Thomas, 1993. "The role of fiscal policy in an incomplete markets framework," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 451, Board of Governors of the Federal Reserve System (U.S.).
  8. Wan-hsiang Pan, 1995. "A second welfare theorem for constrained efficient allocations in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 577-599.
  9. Richard Arnott & Bruce Greenwald & Joseph E. Stiglitz, 1993. "Information and Economic Efficiency," NBER Working Papers 4533, National Bureau of Economic Research, Inc.
  10. VENTURA, Luigi, 1998. "Investment decisions and normalization with incomplete markets: a remark," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1998028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 08-2011, Economics Section, The Graduate Institute of International Studies.
  12. Tirelli, Mario, 2006. "The evaluation of public investments under uncertainty," Research in Economics, Elsevier, Elsevier, vol. 60(4), pages 188-198, December.
  13. Jean-Marc Bonnisseau & Oussama Lachiri, 2004. "On the objective of firms under uncertainty with stock markets," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) b04122, Université Panthéon-Sorbonne (Paris 1).
  14. Francis A. Longstaff, 2004. "Financial Claustrophobia: Asset Pricing in Illiquid Markets," NBER Working Papers 10411, National Bureau of Economic Research, Inc.
  15. Martine Quinzii & Michael Magill, 2007. "The Probability Approach To General Equilibrium With Production," Working Papers, University of California, Davis, Department of Economics 83, University of California, Davis, Department of Economics.
  16. Diamond, P., 1994. "Insulations of pensions from Political Risk," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics 94-20, Massachusetts Institute of Technology (MIT), Department of Economics.
  17. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  18. Tirelli, Mario, 2008. "Constrained inefficiency in GEI: A geometric argument," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
  19. CRES, Herve, 2000. "Majority stable production equilibria : a multivariate mean shareholders theorem," Les Cahiers de Recherche 706, HEC Paris.
  20. CRES, Hervé & TVEDE, Mich, 2004. "The Dreze and Grossman-Hart criteria for production in incomplete markets: Voting foundations and compared political stability," Les Cahiers de Recherche 794, HEC Paris.
  21. Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna, 2008. "Multiplicity in general financial equilibrium with portfolio constraints," Journal of Economic Theory, Elsevier, Elsevier, vol. 142(1), pages 100-127, September.
  22. Emmanuel Farhi & Iván Werning, 2013. "A Theory of Macroprudential Policies in the Presence of Nominal Rigidities," NBER Working Papers 19313, National Bureau of Economic Research, Inc.
  23. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2001. "Nonexistence of constrained Efficient Equilibria when Markets are Incomplete," Vienna Economics Papers, University of Vienna, Department of Economics 0111, University of Vienna, Department of Economics.
  24. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
  25. Hervé Crès, 2000. "Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem," Sciences Po publications 706/2000, Sciences Po.
  26. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002. "Are Incomlete Markets Able to Achieve Minimal Efficiency?," Vienna Economics Papers, University of Vienna, Department of Economics 0212, University of Vienna, Department of Economics.
  27. Tarun Sabarwal, 2004. "A Consistent Firm Objective When Markets are Incomplete: Profit Maximization," Econometric Society 2004 North American Summer Meetings 141, Econometric Society.
  28. Summer, Martin, 2002. "Financial markets, the structure of long-term investments and labour income risks," Research in Economics, Elsevier, Elsevier, vol. 56(3), pages 265-298, September.
  29. Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011. "Markets and contracts," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
  30. Giraud, Gael & Stahn, Hubert, 2003. "Efficiency and imperfect competition with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 559-583, July.
  31. Mario Tirelli, 2003. "Income taxation when markets are incomplete," Decisions in Economics and Finance, Springer, Springer, vol. 26(2), pages 97-128, November.
  32. Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers, Department of Economics, University of York 09/06, Department of Economics, University of York.
  33. repec:spo:wpecon:info:hdl:2441/10284 is not listed on IDEAS
  34. repec:spo:wpecon:info:hdl:2441/10282 is not listed on IDEAS
  35. Cass, David & Siconolfi, Paolo & Villanacci, Antonio, 2001. "Generic regularity of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 61-76, September.
  36. Hervé Crès, 2006. "A Geometric Study of Shareholders’ Voting in Incomplete Markets: Multivariate Median and Mean Shareholder Theorems," Social Choice and Welfare, Springer, Springer, vol. 27(2), pages 377-406, October.
  37. Longstaff, Francis A, 2005. "Asset Pricing in Markets with Illiquid Assets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt2458g38x, Anderson Graduate School of Management, UCLA.
  38. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Post-Print hal-00609153, HAL.
  39. Giraud, Gaël & Renouard, Cécile, 2011. "In search of an alternative to shareholder value maximization," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School WP1108, ESSEC Research Center, ESSEC Business School.
  40. Sabarwal Tarun, 2007. "Value Maximization as an Ex-Post Consistent Firm Objective When Markets are Incomplete," The B.E. Journal of Theoretical Economics, De Gruyter, De Gruyter, vol. 7(1), pages 1-21, January.
  41. CRES, Herve & TVEDE, Mich, 2001. "Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent," Les Cahiers de Recherche 726, HEC Paris.
  42. Jean-Marc Bonnisseau & Oussama Lachiri, 2004. "A note on the Drèze’s criterion for large capitalist firms," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) b04120, Université Panthéon-Sorbonne (Paris 1).
  43. Momi, Takeshi, 2001. "Non-existence of equilibrium in an incomplete stock market economy," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 41-70, February.
  44. Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
  45. Nagata, Ryo, 2005. "Inefficiency of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 887-897, November.
  46. Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers, University of Brescia, Department of Economics 0916, University of Brescia, Department of Economics.
  47. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive 06-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Jul 2006.
  48. TIRELLI, Mario, 2000. "Capital income taxation when markets are incomplete," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2000011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. Filippo Taddei, 2007. "Collateral, Financial Arrangements and Pareto Optimality," Carlo Alberto Notebooks, Collegio Carlo Alberto 64, Collegio Carlo Alberto.
  50. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.