Robust nonexistence of equilibrium with incomplete markets
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- 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.
- POLEMARCHAKIS, Heraklis M. & KU, Bon-Il, "undated".
"Options and equilibrium,"
CORE Discussion Papers RP
887, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-Marc Bottazzi, 2002. "Incomplete markets: transverse financial structures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 67-82.
- Repullo, Rafael, 1986. "On the generic existence of Radner equilibria when there are as many securities as states of nature," Economics Letters, Elsevier, vol. 21(2), pages 101-105.
- 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.
- 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.
- Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
- John Geanakoplos, 1997. "An Introduction to General Equilibrium with Incomplete Asset Markets," Levine's Working Paper Archive 1115, David K. Levine.
- 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.
- Geanakoplos, John, 1990. "An introduction to general equilibrium with incomplete asset markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 1-38.
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