A note on incomplete markets
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Chichilnisky, Graciela & Heal, Geoffrey, 1996. "On the existence and the structure of the pseudo-equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 171-186.
- Balasko, Yves, 1979. "Economies with a finite but large number of equilibria," Journal of Mathematical Economics, Elsevier, vol. 6(2), pages 145-147, July.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL.
- Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Post-Print halshs-00287685, HAL.
- Philippe Bich, 2006. "On the orientability of the asset equilibrium manifold," Post-Print halshs-00287677, HAL.
- 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.
- Bich, Philippe, 2006. "On the orientability of the asset equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 452-470, August.
- repec:dau:papers:123456789/6111 is not listed on IDEAS
- Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
- Kubler, Felix & Schmedders, Karl, 2010.
"Competitive equilibria in semi-algebraic economies,"
Journal of Economic Theory, Elsevier, vol. 145(1), pages 301-330, January.
- Felix Kuber & Karl Schmedders, 2007. "Competitive Equilibria in Semi-Algebraic Economies," PIER Working Paper Archive 07-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Bernard Dumas & Andrew Lyasoff, 2012.
"Incomplete-Market Equilibria Solved Recursively on an Event Tree,"
Journal of Finance, American Finance Association, vol. 67(5), pages 1897-1941, October.
- Bernard DUMAS & Andrew LYASOFF, 2008. "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Swiss Finance Institute Research Paper Series 08-49, Swiss Finance Institute.
- Dumas, Bernard & Lyasoff, Andrew, 2009. "Incomplete-Market Equilibria Solved Recursively on an Event Tree," CEPR Discussion Papers 7138, C.E.P.R. Discussion Papers.
- Bernard Dumas & Andrew Lyasoff, 2008. "Incomplete-Market Equilibria Solved Recursively on an Event Tree," NBER Working Papers 14629, National Bureau of Economic Research, Inc.
- John Geanakoplos & William Zame, 2014.
"Collateral equilibrium, I: a basic framework,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
- Geanakoplos, John & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Levine's Working Paper Archive 786969000000000741, David K. Levine.
- John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Herings, P. J. J. & Polemarchakis, H., 2002.
"Equilibrium and arbitrage in incomplete asset markets with fixed prices,"
Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 133-155, April.
- Jean-Jacques Herings & Heracles M. Polemarchakis, 2000. "Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices," Working Papers hal-00598238, HAL.
- HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," LIDAM Discussion Papers CORE 2000026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Herings, P.J.J. & Polemarchakis, H.M., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Polemarchakis, H. M. & Herings, P. J. J., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," HEC Research Papers Series 696, HEC Paris.
- M. Salto & T. Pietra, 2013.
"Welfare and excess volatility of exchange rates,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 501-529, March.
- M. Salto & T. Pietra, 2011. "Welfare and excess volatility of exchange rates," Working Papers wp758, Dipartimento Scienze Economiche, Universita' di Bologna.
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005.
"Endogenous collateral,"
Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous collateral," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 511, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research.
- Tirelli, Mario, 2008.
"Constrained inefficiency in GEI: A geometric argument,"
Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
- Mario Tirelli, 2008. "Constrained inefficiency in GEI: a geometric argument," Departmental Working Papers of Economics - University 'Roma Tre' 0086, Department of Economics - University Roma Tre.
- 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.
- Zierhut, Michael, 2019. "Nonexistence of constrained efficient production plans," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 127-136.
- Gaël Giraud, 2012.
"Coherent Multidimensional Poverty Measurement,"
Post-Print
halshs-00785629, HAL.
- Gaël Giraud, 2012. "Coherent Multidimensional Poverty Measurement," Documents de travail du Centre d'Economie de la Sorbonne 12095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gaël Giraud, 2012. "Coherent Multidimensional Poverty Measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00785629, HAL.
- Kelsey, David & Yalcin, Erkan, 2007.
"The arbitrage pricing theorem with incomplete preferences,"
Mathematical Social Sciences, Elsevier, vol. 54(1), pages 90-105, July.
- David Kelsey & Erkan Yalcin, 2004. "The Arbitrage Pricing Theorem with Incomplete Preferences," GE, Growth, Math methods 0401002, University Library of Munich, Germany.
- Anderson, Robert M. & Raimondo, Roberto C., 2007. "Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets," Department of Economics, Working Paper Series qt0zq6v5gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Charalambos Aliprantis & Rabee Tourky, 2009.
"Equilibria in incomplete assets economies with infinite dimensional spot markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 221-262, February.
- Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:31:y:1999:i:2:p:281-285. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jmateco .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/mateco/v31y1999i2p281-285.html