# Computing Equilibria in Finance Economies

## Author

## Abstract

## Suggested Citation

**Computing Equilibria in Finance Economies**," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.

*RePEc:inm:ormoor:v:27:y:2002:i:4:p:637-646*

## Download full text from publisher

## Other versions of this item:

- P.J.J. Herings & F. Kubler, 2001.
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**Computing Equilibria in Finance Economies**," GE, Growth, Math methods 0205003, University Library of Munich, Germany. - Herings P. Jean-Jacques & Kubler Felix, 2002.
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**Computing Equilibria in Finance Economies**," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR). - Herings P. Jean-Jacques & Kubler Felix, 2000.
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**Computing Equilibria in Finance Economies**," Research Memorandum 010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

## References listed on IDEAS

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**The Robustness of the CAPM-A Computational Approach**," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society. - Herings,O. Jean-Jacques & Kubler,Felix, 2000.
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**The Robustness of CAPM-A Computational Approach**," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- P. Jean-Jacques Herings & Felix Kubler, 2000.
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**The (2**(n+1)-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria**," Other publications TiSEM 400795a4-b171-4faa-b242-2, Tilburg University, School of Economics and Management.

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**On the optimality of equilibrium when the market structure is incomplete**," Journal of Economic Theory, Elsevier, vol. 11(3), pages 418-443, December. - Schmedders, Karl, 1998.
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**Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization**," Mathematics of Operations Research, INFORMS, vol. 21(1), pages 26-43, February. - Duffie, Darrell & Shafer, Wayne, 1985.
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**Full references**(including those not matched with items on IDEAS)

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- 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.- 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). - P. Jean-Jacques Herings & Felix Kubler, 2000.
"
**The Robustness of the CAPM-A Computational Approach**," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.

- Herings,O. Jean-Jacques & Kubler,Felix, 2000.
"
- 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.
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**Competitive Equilibria in Semi-Algebraic Economies**," PIER Working Paper Archive 07-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Felix Kuber & Karl Schmedders, 2007.
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- P. Herings & Felix Kubler, 2007.
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**Approximate CAPM When Preferences are CRRA**," Computational Economics, Springer;Society for Computational Economics, vol. 29(1), pages 13-31, February.- Herings, P.J.J. & Kubler, F., 2003.
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**Approximate CAPM when preferences are CRRA**," Research Memorandum 040, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR). - Herings P. Jean-Jacques & Kubler Felix, 2003.
"
**Approximate CAPM When Preferences Are CRRA**," Research Memorandum 064, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Herings, P.J.J. & Kubler, F., 2003.
"
- Esteban-Bravo, Mercedes, 2004.
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**An interior point algorithm for computing equilibria in economies with incomplete asset markets**," DEE - Working Papers. Business Economics. WB wb046023, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa. - Jacco Thijssen, 2008.
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**A computational study on general equilibrium pricing of derivative securities**," Annals of Finance, Springer, vol. 4(4), pages 505-523, October. - Talman, A.J.J. & Thijssen, J.J.J., 2006.
"
**Existence of equilibrium and price adjustments in a finance economy with incomplete markets**," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 255-268, June.- Talman, A.J.J. & Thijssen, J.J.J., 2003.
"
**Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets**," Discussion Paper 2003-79, Tilburg University, Center for Economic Research.

- Talman, A.J.J. & Thijssen, J.J.J., 2003.
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- Thijssen, J.J.J., 2003.
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**Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective**," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management. - Susan Schommer, 2013.
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**Computing equilibria in economies with incomplete markets, collateral and default penalties**," Annals of Operations Research, Springer, vol. 206(1), pages 367-383, July.

## More about this item

### Keywords

Computational methods; asset pricing; general equilibrium; incomplete markets;### JEL classification:

**C61**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis**C62**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium**C63**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques**C68**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models**D52**- Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets**D58**- Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models**G11**- Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions**G12**- Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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