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Existence of equilibria with incomplete markets: The case of smooth returns

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  • Bottazzi, Jean-Marc

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  • Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.
  • Handle: RePEc:eee:mateco:v:24:y:1995:i:1:p:59-72
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    References listed on IDEAS

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    1. Hirsch, M. D. & Magill, M. & Mas-Colell, A., 1990. "A geometric approach to a class of equilibrium existence theorems," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 95-106.
    2. Debreu, Gerard, 1972. "Smooth Preferences," Econometrica, Econometric Society, vol. 40(4), pages 603-615, July.
    3. Polemarchakis, H. M. & Ku, Bon-Il, 1990. "Options and equilibrium," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 107-112.
    4. Geanakoplos, John & Shafer, Wayne, 1990. "Solving systems of simultaneous equations in economics," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 69-93.
    5. Duffie, Darrell & Shafer, Wayne, 1986. "Equilibrium in incomplete markets: II : Generic existence in stochastic economies," Journal of Mathematical Economics, Elsevier, vol. 15(3), pages 199-216, June.
    6. Husseini, S. Y. & Lasry, J. -M. & Magill, M. J. P., 1990. "Existence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 39-67.
    7. Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June.
    8. Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
    9. Magill, Michael J. P. & Shafer, Wayne J., 1990. "Characterisation of generically complete real asset structures," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 167-194.
    10. Hart, Oliver D., 1975. "On the optimality of equilibrium when the market structure is incomplete," Journal of Economic Theory, Elsevier, vol. 11(3), pages 418-443, December.
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    Citations

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    Cited by:

    1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
    2. Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
    3. Cass, David & Pavlova, Anna, 2004. "On trees and logs," Journal of Economic Theory, Elsevier, vol. 116(1), pages 41-83, May.
    4. Busch, Lutz-Alexander & Govindan, Srihari, 2004. "Robust nonexistence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 641-645, September.
    5. Michele Gori & Marina Pireddu & Antonio Villanacci, 2014. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 349-371, October.
    6. Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL.
    7. Bich, Philippe, 2005. "On the existence of approximated equilibria in discontinuous economies," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 463-481, August.
    8. Bich, Philippe, 2006. "On the orientability of the asset equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 452-470, August.
    9. repec:dau:papers:123456789/6111 is not listed on IDEAS
    10. 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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