## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ D: Microeconomics

/ / D5: General Equilibrium and Disequilibrium

/ / /

**D52: Incomplete Markets**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Optimal Progressive Income Taxation in a Bewley-Grossman Framework**

*by*Juergen Jung & Chung Tran

**Sequential Equilibrium without Rational Expectations of Prices: an Existence Proof**

*by*Lionel de BOISDEFFRE

**The role of initial shares in multi-period production economies with incomplete markets**

*by*Dierker, Egbert

**Appendix for Financial Frictions and Fluctuations in Volatility**

*by*Arellano, Cristina & Bai, Yan & Kehoe, Patrick J.

**Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability**

*by*Ana Fostel & John Geanakoplos & Gregory Phelan

**Recovery is Never Easy - Dynamics and Multiple Equilibria with Financial Arbitrage, Production and Collateral Constraints**

*by*Ally Quan Zhang

**Indeterminacy in stochastic overlapping generations models: real effects in the long run**

*by*Zhigang Feng & Matthew Hoelle

**Collateralized borrowing and increasing risk**

*by*Gregory Phelan

**General economic equilibrium with financial markets and retainability**

*by*A. Jofré & R. T. Rockafellar & R. J-B. Wets

**Eliminating useless portfolios in constrained financial economies**

*by*Zaier Aouani & Bernard Cornet

**Endogenous differential information**

*by*Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez

**Optimal consumption and investment with Epstein–Zin recursive utility**

*by*Holger Kraft & Thomas Seiferling & Frank Thomas Seifried

**Contracts and domination in incomplete markets: what is a true core?**

*by*Valeriy M. Marakulin

**Under-Insurance in Human Capital Models with Limited Enforcement**

*by*Tom Krebs & Moritz Kuhn & Mark Wright

**A model of scholarly publishing with hybrid academic journals**

*by*Damien Besancenot & Radu Vranceanu

**Discrete-time option pricing with stochastic liquidity**

*by*Leippold, Markus & Schärer, Steven

**Merit and rent in a growing economy**

*by*Minelli, Enrico

**Bedingte Aktiengeschäfte**

*by*Dilger, Alexander

**A Collateral Theory of the Cash-Synthetic Basis**

*by*Feixue Gong & Gregory Phelan

**Production and Endogenous Bankruptcy under Collateral Constraints**

*by*Miguel Leon-Ledesma & Jaime Orrillo

**Social Health Insurance: A Quantitative Exploration**

*by*Juergen Jung & Chung Tran

**Characterizing Revealing and Arbitrage-Free Financial Markets**

*by*Lionel de BOISDEFFRE

**Job Displacement Risk and Severance Pay**

*by*Marco Cozzi & Giulio Fella

**Speculative Bubble Burst**

*by*cho, hyejin

**Work Incentives of Medicaid Beneficiaries and The Role of Asset Testing**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Augmenter la productivité en favorisant le dynamisme des petites entreprises au Canada**

*by*David Carey & John Lester & Isabelle Luong

**Boosting productivity through greater small business dynamism in Canada**

*by*David Carey & John Lester & Isabelle Luong

**Public Debt as Private Liquidity: Optimal Policy**

*by*George-Marios Angeletos & Fabrice Collard & Harris Dellas

**Temporary Migration and Endogenous Risk Sharing in Village India**

*by*Melanie Morten

**A Market Based Solution for Fire Sales and Other Pecuniary Externalities**

*by*Weerachart T. Kilenthong & Robert M. Townsend

**General equilibrium with endogenous trading constraints**

*by*Sebastián Cea-Echenique & Juan Pablo Torres-Martínez

**Characterizing revealing and arbitrage-free financial markets**

*by*Lionel De Boisdeffre

**Existence of financial equilibrium with differential information: the no-arbitrage characterization**

*by*Lionel De Boisdeffre

**Speculative Bubble Burst**

*by*Hye-jin Cho

**Insurance in Human Capital Models with Limited Enforcement**

*by*Krebs, Tom & Kuhn, Moritz & Wright, Mark L. J.

**Labor Market Risk in Germany**

*by*Krebs, Tom & Yao, Yao

**Labor Market Institutions and the Cost of Recessions**

*by*Krebs, Tom & Scheffel, Martin

**A re-examination of constrained Pareto inefficiency in economies with incomplete markets**

*by*Mendolicchio, Concetta & Pietra, Tito

**Endowment redistribution and Pareto improvements in GEI economies**

*by*Mendolicchio, Concetta & Pietra, Tito

**Work Incentives of Medicaid Beneficiaries and the Role of Asset Testing**

*by*Svetlana Pashchenko & Ponpoje Porapakkarm

**When financial imperfections are not the problem, but the solution**

*by*Arvaniti, Maria & Carvajal, Andrés

**Impact of Pension System Structure on International Financial Capital Allocation**

*by*James Staveley-O'Carroll & Olena M. Staveley-O'Carroll

**Private information and business cycle risk sharing**

*by*Alfred Duncan

**Insurance in Human Capital Models with Limited Enforcement**

*by*Krebs, Tom & Kuhn, Moritz & Wright, Mark L. J.

**Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default**

*by*Darst, R. Matthew & Refayet, Ehraz

**Mobility**

*by*Carroll, Daniel R. & Young, Eric R.

**Insurance in human capital models with limited enforcement**

*by*Tom Krebs & Moritz Kuhn & Mark Wright

**Unemployment Insurance with Limited Commitment Wage Contracts and Savings**

*by*Rigas OIKONOMOU

**Under-Insurance in Human Capital Models with Limited Enforcement**

*by*Krebs, Tom & Kuhn, Moritz & Wright, Mark L.J.

**A comedy of errors: misguided policy, mis-sold mortgages, and more**

*by*Miller, Marcus & Rastapana, Songklod & Zhang, Lei

**A Demand Theory of the Price Level**

*by*Hagedorn, Marcus

**Risk-Sharing in Village Economies Revisited**

*by*Bold, Tessa & Broer, Tobias

**Discrete-Time Option Pricing with Stochastic Liquidity**

*by*Markus Leippold & Steven Schaerer

**Job Displacement Risk and Severance Pay**

*by*Giulio Fella & Marco Cozzi

**Labor Market Institutions and the Cost of Recessions**

*by*Tom Krebs & Martin Scheffel

**Insurance in Human Capital Models with Limited Enforcement**

*by*Tom Krebs & Moritz Kuhn & Mark L. J. Wright

**Securitization and Aggregate Investment Efficiency**

*by*Afrasiab Mirza & Eric Stephens

**On the concavity of the consumption function with liquidity constraints**

*by*Martin Blomhoff Holm

**Desarrollo de la Banca IslÃ¡mica. El Caso de Indonesia. Contexto y evoluciÃ³n**

*by*Jaime Alcaide Arranz & SimÃ³n Sosvilla-Rivero

**Partially revealing rational expectations equilibrium with real assets and binding constraints**

*by*Michael Zierhut

**Existence and multiplicity of temporary equilibria under nominal price rigidities**

*by*Jacques Dreze

**Market structure, outer versus inner competition: the case of Italy’s credit coop banks**

*by*Paolo Coccorese & Giovanni Ferri & Punziana Lacitignola & Juan Lopez

**Counterparty risk and funding: immersion and beyond**

*by*Stéphane Crépey & Shiqi Song

**Learning from arbitrage**

*by*Lionel Boisdeffre

**Hard or Soft? The Politics of Brexit**

*by*Anand Menon & Brigid Fowler

**Intergenerational Risk Trading and the Innovative Role of Equity- Wage Swaps**

*by*Jiajia Cui & Eduard H. M. Ponds

**The genesis of Health Economics in Kenneth Arrow (1963)**

*by*Jairo Restrepo & Kristian Rojas

**Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm**

*by*Michael C. Hatcher & Eric M. Scheffel

**Discerning information from trade data**

*by*Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen

**Financial Innovation, Collateral, and Investment**

*by*Ana Fostel & John Geanakoplos

**On the Optimal Inflation Rate**

*by*Markus K. Brunnermeier & Yuliy Sannikov

**Surrogate Investment System**

*by*V. Zubov & V. Inozemtsev.

**Centralized trading of corporate bonds**

*by*Samuel Huber & Jaehong Kim

**Central bank purchases of government bonds**

*by*Samuel Huber & Jaehong Kim

**Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results**

*by*Wulff, Alexander & Heinemann, Maik

**Access to Credit and Investment Decisions of Small and Medium-Sized Enterprises in China: Size Matters**

*by*Regis, Paulo José

**Suboptimality with land**

*by*Kokonas, Nikos & Polemarchakis, Herakles

**Short Sales, Destruction of Resources, Welfare**

*by*Kokonas, Nikos & Polemarchakis, Herakles

**Monetary Policy and Welfare in a Currency Union**

*by*D’Aguanno, Lucio

**Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia**

*by*Andrew J. Filardo, Pierre L. Siklos

**Securitized Markets, International Capital Flows, and Global Welfare**

*by*Gregory Phelan & Alexis Akira Toda

**Debt Collateralization, Capital Structure, and Maximal Leverage**

*by*Feixue Gong & Gregory Phelan

**Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability**

*by*Ana Fostel & John Geanakoplos & Gregory Phelan

**Collateralized Borrowing and Increasing Risk**

*by*Gregory Phelan

**Optimal taxation and debt with uninsurable risks to human capital accumulation**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**Constrained Inefficiency and Optimal Taxation with Uninsurable Risks**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Shocks**

*by*Sebastian Dyrda & Marcelo Pedroni

**On Positive Value of Information in Risk Sharing**

*by*Piotr Denderski & Christian Stoltenberg

**Existence of Financial Equilibrium with Differential Information: the no-arbitrage characterization**

*by*Lionel de BOISDEFFRE

**Learning from Arbitrage**

*by*Lionel de BOISDEFFRE

**Dropping Rational Expectations**

*by*Lionel de BOISDEFFRE

**Price Revelation and Existence of Financial Equilibrium with Incomplete Markets and Private Beliefs**

*by*Lionel de BOISDEFFRE

**Competitive Equilibrium with Asymmetric Information: an Existence Theorem for Numeraire Assets**

*by*Lionel de BOISDEFFRE

**Job Displacement Risk and Severance Pay**

*by*Marco Cozzi & Giulio Fella

**Robust Permanent Income in General Equilibrium**

*by*Luo, Yulei & Nie, Jun & Young, Eric

**Differential Delivery Dates, Retrievability and the Incentives Compatibility of Contracts**

*by*Raul V. Fabella

**Feast or Famine: The Welfare Impact of Food Price Controls in Nazi Germany**

*by*Robin Winkler

**Feast or Famine: The Welfare Impact of Food Price Controls in Nazi Germany**

*by*Robin Winkler

**Incomplete Markets and Aggregate Demand**

*by*Iván Werning

**The Dynamics of Financially Constrained Arbitrage**

*by*Denis Gromb & Dimitri Vayanos

**Dropping rational expectations**

*by*Lionel De Boisdeffre

**Price revelation and existence of financial equilibrium with incomplete markets and private beliefs**

*by*Lionel De Boisdeffre

**Human Capital Risk, Contract Enforcement, and the Macroeconomy**

*by*Krebs, Tom & Kuhn, Moritz & Wright, Mark L. J.

**Human Capital Risk, Contract Enforcement, and the Macroeconomy**

*by*Tom Krebs & Moritz Kuhn & Mark Wright

**Majority Voting: A Quantitative Investigation**

*by*Carroll, Daniel R. & Dolmas, James & Young, Eric R.

**Quanto Implied Correlation in a Multi-Lévy Framework**

*by*Laura Ballota & Griselda Deelstra & Grégory Rayée

**The Dynamics of Financially Constrained Arbitrage**

*by*Gromb, Denis & Vayanos, Dimitri

**Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results**

*by*Maik Heinemann & Alexander Wulff

**Social Health Insurance: A Quantitative Exploration**

*by*Juergen Jung & Chung Tran

**Codes and data files for “Capital Taxes, Labor Taxes and the Household”**

*by*Rigas OIKONOMOU & Christian SIEGEL

**Asset Prices and Efficiency in a Krebs Economy**

*by*Alexis Akira Toda

**Análisis comparativo de microcréditos Banca pública Argentina y el Banco Grameen**

*by*Lisana B. Martinez & Hernán P. Vigier & Anahí Briozzo & María Belén Fernández Duval

**Kornai’s DRSE Theory Versus General Equilibrium Theory**

*by*József Móczár

**Welfare costs of reclassification risk in the health insurance market**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Asset pricing with arbitrage activity**

*by*Hugonnier, Julien & Prieto, Rodolfo

**Analytical pricing of vulnerable options under a generalized jump–diffusion model**

*by*Fard, Farzad Alavi

**Equilibrium option pricing: A Monte Carlo approach**

*by*Buchner, Axel

**Hydro resource management, risk aversion and equilibrium in an incomplete electricity market setting**

*by*Rodilla, Pablo & García-González, Javier & Baíllo, Álvaro & Cerisola, Santiago & Batlle, Carlos

**The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty**

*by*Ma, Wei

**Approximate dynamic programming with post-decision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Public versus private provision of liquidity: Is there a trade-off?**

*by*Röhrs, Sigrid & Winter, Christoph

**Capital Taxes, Labor Taxes and the Household**

*by*Rigas OIKONOMOU & Christian SIEGEL

**La génesis de la Economía de la Salud en Kenneth Arrow (1963)**

*by*Restrepo Zea, Jairo Humberto & Rojas López, Kristian Kamilo

**Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo**

*by*Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

**Predictibilidad de los retornos en el mercado de Colombia e hipo?tesis de mercado adaptativo**

*by*Katherine Julieth Sierra Sua?rez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z

**Happiness and the Persistence of Income Shocks**

*by*Christian Bayer & Falko Juessen

**Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**Credit segmentation in general equilibrium**

*by*Sebastián Cea-Echenique & Juan Pablo Torres-Martínez

**Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk**

*by*Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas

**Constrained Inefficiency and Optimal Taxation with Uninsurable Risks**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**The Lindahl equilibrium in Schumpeterian growth models: Knowledge diffusion, social value of innovations and optimal R&D incentives**

*by*Gray, Elie & Grimaud, André

**General Equilibrium Analysis of Conditional Cash Transfers**

*by*Céspedes, Nikita

**Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison**

*by*Marco Cozzi

**Tax Evasion, Tax Policies and the Role Played by Financial Markets**

*by*Mitra, Shalini

**General Equilibrium with Endogenous Trading Constraints**

*by*Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo

**On the pseudo-equilibrium manifold in semi-algebraic economies with real financial assets**

*by*Arias-R., Omar Fdo.

**International Financial Integration and Crisis Contagion**

*by*Michael B. Devereux & Changhua Yu

**A Market Based Solution to Price Externalities: A Generalized Framework**

*by*Weerachart T. Kilenthong & Robert M. Townsend

**Asset Pricing with Countercyclical Household Consumption Risk**

*by*George M. Constantinides & Anisha Ghosh

**Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities**

*by*Weerachart Kilenthong & Robert Townsend

**Credit segmentation in general equilibrium**

*by*Sebastián Cea-Echenique & Juan Pablo Torres-Martínez

**Price revelation and existence of equilibrium in a private belief economy**

*by*Lionel de Boisdeffre

**Optimal Level of Government Debt: Matching Wealth Inequality and the Fiscal Sector**

*by*Vogel, Edgar

**Optimal taxation and debt with uninsurable risks to human capital accumulation**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**Constrained Inefficiency and Optimal Taxation with Uninsurable Risks**

*by*Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima

**The Redistributional Consequences of Tax Reform Under Financial Integration**

*by*Ayse Kabukcuoglu

**The Lindahl equilibrium in Schumpeterian growth models: Knowledge diffusion, social value of innovations and optimal R&D incentives**

*by*Gray, Elie & Grimaud, André

**Disputes, Debt and Equity**

*by*Alfred Duncan & Charles Nolan

**Human Capital Risk, Contract Enforcement, and the Macroeconomy**

*by*Krebs, Tom & Kuhn, Moritz & Wright, Mark L. J.

**Bank Liquidity and Capital Regulation in General Equilibrium**

*by*Covas, Francisco & Driscoll, John C.

**International financial integration and crisis contagion**

*by*Devereux, Michael B. & Yu, Changhua

**The redistributional consequences of tax reform under financial integration**

*by*Kabukcuoglu, Ayse

**The Piketty Transition**

*by*Carroll, Daniel R. & Young, Eric R.

**Constrained inefficiency and optimal taxation with uninsurable risks**

*by*Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki

**Optimal taxation and debt with uninsurable risks to human capital accumulation**

*by*Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki

**Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion**

*by*Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli

**Capital Taxes, Labor Taxes and the Household**

*by*Rigas Oikonomou & Christian Siegel

**Optimal taxation and debt with uninsurable risks to human capital accumulation**

*by*Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki

**Asset pricing with index investing**

*by*Georgy Chabakauri & Oleg Rytchkov

**A model of scholarly publishing with hybrid academic journals**

*by*Besancenot, Damien & Vranceanu, Radu

**Relazioni durature e mercati incompleti Parte II**

*by*Carlo Beretta

**Relazioni durature e mercati incompleti Parte I**

*by*Carlo Beretta

**International Financial Integration and Crisis Contagion**

*by*Devereux, Michael B & Yu, Changhua

**The Lindahl Equilibrium in Schumpeterian Growth Models: Knowledge Diffusion, Social Value of Innovations and Optimal R&D Incentives**

*by*Elie Gray & André Grimaud

**General Equilibrium Analysis of Conditional Cash Transfers**

*by*Nikita Céspedes

**Interpreting Life Cycle Inequality Patterns as an Efficient Allocation: Mission Impossible?**

*by*Alejandro Badel & Mark Huggett

**Size Effect Study In The Major Stock Market Of America, Estudio Del Efecto Tamano En Los Principales Mercados Bursatiles De Latinoamerica**

*by*Juan Benjamin Duarte Duarte & Zulay Yesenia Ramirez Leon & Katherine Julieth Sierra Suarez

**Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst**

*by*Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo

**Aggregation of preferences for skewed asset returns**

*by*Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric

**Incomplete market dynamics and cross-sectional distributions**

*by*Toda, Alexis Akira

**Counterparty risk externality: Centralized versus over-the-counter markets**

*by*Acharya, Viral & Bisin, Alberto

**International capital flows, returns and world financial integration**

*by*Evans, Martin D.D. & Hnatkovska, Viktoria V.

**Optimal multi-period consumption and investment with short-sale constraints**

*by*Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç

**The complexion of dynamic duopoly game with horizontal differentiated products**

*by*Yu, Weisheng & Yu, Yu

**Collateral amplification under complete markets**

*by*Nikolov, Kalin

**The role of asset testing in public health insurance reform**

*by*Janicki, Hubert P.

**Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence**

*by*Cozzi, Marco

**¿Han sido los mercados bursátiles eficientes informacionalmente?**

*by*Juan Benjamín Duarte Duarte & Juan Manuel Mascareñas Pérez-Iñigo

**Endogenous Collateral Constraints and the Leverage Cycle**

*by*Ana Fostel & John Geanakoplos

**Urbanization in China and how urban housing demand can be met**

*by*Gottschalch, Sören

**Aggregation in Incomplete Market with General Utility Functions**

*by*Chenghu Ma & Jiankang Zhang

**Reconciling Consumption Inequality with Income Inequality**

*by*Vadym Lepetyuk & Christian A. Stoltenberg

**The structure of competitive equilibrium with unsecured debt**

*by*Gaetano Bloise

**Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment**

*by*Xavier Mateos-Planas & Giulio Seccia

**Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence**

*by*Marco Cozzi

**Cross-subsidization in employer-based health insurance and the effects of tax subsidy reform**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Optimal Unemployment Insurance with Private Insurance**

*by*Oikonomou, Rigas

**Work Incentives of Medicaid Beneficiaries and The Role of Asset Testing**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Cross-subsidization in employer-based health insurance and the effects of tax subsidy reform**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans**

*by*Iraola, Miguel & Torres-Martínez, Juan Pablo

**Financial Globalization, Financial Crises, and the External Portfolio Structure of Emerging Markets**

*by*Enrique G. Mendoza & Katherine A. Smith

**Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy**

*by*Ngoc-Sang Pham

**Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy**

*by*Ngoc-Sang Pham

**Equilibria in a multi-period economy**

*by*Bernard Cornet & Abhishek Ranjan

**Existence of equilibria via quasi-equilibria**

*by*Bernard Cornet & Abhishek Ranjan

**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans**

*by*Miguel A. Iraola & Juan Pablo Torres-Martinez

**Booms and Busts with dispersed information**

*by*Kenza Benhima

**Education, Birth Order, and Family Size**

*by*Bagger, Jesper & Birchenall, Javier A. & Mansour, Hani & Urzua, Sergio

**Approximate dynamic programming with postdecision states as a solution method for dynamic economic models**

*by*Hull, Isaiah

**Financial Innovation, Collateral and Investment**

*by*Ana Fostel & John Geanakoplos

**Leverage and Default in Binomial Economies: A Complete Characterization**

*by*Ana Fostel & John Geanakoplos

**Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice**

*by*Davis, Steven J. & Willen, Paul S.

**Walrasian foundations for equilibria in segmented markets**

*by*Rohit Rahi & Jean-Pierre Zigrand

**Market quality and contagion in fragmented markets**

*by*Rohit Rahi & Jean-Pierre Zigrand

**Financial Innovation, Collateral and Investment**

*by*Ana Fostel & John Geanakoplos

**Financial Innovation, Collateral and Investment**

*by*Ana Fostel & John Geanakoplos

**Existence and multiplicity of temporary equilibria under nominal price rigidities**

*by*DREZE, Jacques

**When Borch’s Theorem does not apply: some key implications of market incompleteness, with policy relevance today**

*by*DREZE, Jacques

**Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia**

*by*Filardo, Andrew J. & Siklos, Pierre L.

**Intersectoral Linkages, Diverse Information, and Aggregate Dynamics**

*by*Manoj Atolia & Ryan Chahrour

**Global Invertibility of Excess Demand Functions**

*by*Enrique Covarrubias

**Ergodic Markov equilibrium with incomplete markets and short sales**

*by*Braido, Luis H. B.

**Quantitative Analysis of Health Insurance Reform: Separating Regulation from Redistribution**

*by*Svetlana Pashchenko & Ponpoje Porapakkarm

**Fragility of Competitive Equilibrium with Risk of Default**

*by*Gaetano Bloise & Pietro Reichlin & Mario Tirelli

**Health Insurance and Precautionary Saving: A Structural Analysis**

*by*Minchung Hsu

**Rare event risk and emerging market debt with heterogeneous beliefs**

*by*Dieckmann, Stephan & Gallmeyer, Michael

**Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach**

*by*Fard, Farzad Alavi & Siu, Tak Kuen

**Optimal food price stabilisation policy**

*by*Gouel, Christophe

**Consumption taxes and precautionary savings**

*by*Anagnostopoulos, Alexis & Li, Qian

**Savings for retirement under liquidity constraints: A note**

*by*Corsini, Lorenzo & Spataro, Luca

**Social security reform with impure intergenerational altruism**

*by*Yang, Fang

**The Optimal Price of Default**

*by*Wei Ma & Chuangyin Dang

**Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina**

*by*Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez

**Learning by Trading in Infinite Horizon Strategic Market Games with Default**

*by*Sonja Brangewitz & Gaël Giraud

**Risk Aversion Heterogeneity, Risky Jobs and Wealth Inequality**

*by*Marco Cozzi

**Fiancial Innovation, Structuring and Risk Transfer**

*by*Vanini, Paolo

**Quantitative analysis of health insurance reform: separating regulation from redistribution**

*by*Pashchenko, Svetlana & Porapakkarm, Ponpoje

**Savings for retirement under liquidity constraints: a note**

*by*Corsini, Lorenzo & Spataro, Luca

**Real wages and monetary policy: A DSGE approach**

*by*Perry, Bryan & Phillips, Kerk L. & Spencer, David E.

**Incomplete financial participation: exclusive markets, investment clubs and credit risk**

*by*Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo

**Optimal Taxation in a Limited Commitment Economy**

*by*Yena Park

**Learning by Trading in Infinite Horizon Strategic Market Games with Default**

*by*Sonja Brangewitz & Gaël Giraud

**On the existence of financial equilibrium when beliefs are private**

*by*Lionel de Boisdeffre

**Arbitrage and price revelation with private beliefs**

*by*Lionel de Boisdeffre

**Trading and rational security pricing bubbles**

*by*Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa

**The dollar squeeze of the financial crisis**

*by*Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan

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**Nonexistence of constrained Efficient Equilibria when Markets are Incomplete**

*by*Egbert Dierker & Hildegard Dierker & Birgit Grodal

**Complete and Incomplete Markets with Short-Sale Constraints**

*by*Eduardo L. Giménez

**Voting in Assemblies of shareholders and Incomplete Markets**

*by*Mich Tvede & Hervé Crès

**Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent**

*by*Hervé Crès & Mich Tvede

**Competitive Pooling: Rothschild-Stiglitz Reconsidered**

*by*P. Dubey & J. Geanakoplos

**Insurance Contracts Designed by Competitive Pooling**

*by*P. Dubey & J. Geanakoplos

**Default and Punishment in General Equilibrium**

*by*P. Dubey & J. Geanakoplos & M . Shubik

**Asymptotic Methods for Asset Market Equilibrium Analysis**

*by*Kenneth L. Judd & Sy-Ming Guu

**Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production**

*by*Egbert Dierker & Hildegard Dierker & Birgit Grodal

**Undiversifiable Returns in a CAPM Economy**

*by*Peghe Braila & Claude Wampach

**Long-Lived Assets, Incomplete Markets, And Optimality**

*by*Subir Chattopadhyay

**Financial Innovation, Market Participation and Asset Prices**

*by*Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo

**The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model**

*by*Niehaus, Frank

**Efficiency properties of rational expectations equilibria with asymmetric information**

*by*Rohit Rahi & Piero Gottardi

**Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent**

*by*CRES, Herve & TVEDE, Mich

**Voting in assemblies of shareholders and incomplete markets**

*by*CRES, Herve & TVEDE, Mich

**Competitive Pooling: Rothschild-Stiglitz Reconsidered**

*by*Pradeep Dubey & John Geanakoplos

**Competitive Pooling: Rothschild-Stiglitz Reconsidered**

*by*Pradeep Dubey & John Geanakoplos

**If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets**

*by*Larry Blume & David Easley

**Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium**

*by*John Geanakoplos

**Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium**

*by*John Geanakoplos

**Insurance Contracts Designed by Competitive Pooling**

*by*Pradeep Dubey & John Geanakoplos

**Signalling and Default: Rothschild-Stiglitz Reconsidered**

*by*Pradeep Dubey & John Geanakoplos

**Default and Punishment in General Equilibrium**

*by*Pradeep Dubey & John Geanakoplos & Martin Shubik

**Default and Punishment in General Equilibrium**

*by*Pradeep Dubey & John Geanakoplos & Martin Shubik

**Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information**

*by*Gottardi, Piero & Rahi, Rohit

**The taxation of trades in assets**

*by*CITANNA, Alessandro & POLEMARCHAKIS, Herakles M. & TIRELLI, Mario

**General Equilibrium Pricing of Trading Strategy Risk**

*by*Abraham Lioui & Patrice Poncet

**Dynamic Asset Pricing With Non-Redundant Forwards**

*by*Abraham Lioui & Patrice Poncet

**Existence of Competitive Equilibrium under Financial Constraints and Increasing Returns**

*by*Erdem Basci & Nur Ata

**Bertrand-Edgeworth Equilibrium in a Cash-Advance Economy**

*by*Erdem Basci & Ismail Saglam

**Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data**

*by*Giuseppe Grande & Luigi Ventura

**Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare**

*by*Carsten K. Nielsen

**The set of sunspot equilibria in economies with incomplete financial markets: variable asset prices**

*by*Tito Pietra

**Moral hazard and general equilibrium in large economies**

*by*Marcos B. Lisboa

**Computable general equilibrium with financial markets**

*by*Felix Kubler

**Monopolistic security design in finance economies**

*by*Karl Schmedders

**Asymptotic methods for asset market equilibrium analysis**

*by*Sy-Ming Guu & Kenneth L. Judd

**Coherent risk measures and good-deal bounds**

*by*Stefan Jaschke & Uwe Küchler

**Incomplete Markets, Transitory Shocks, and Welfare**

*by*Felix Kubler & Karl Schmedders

**Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets**

*by*Tao Zha

**Investor´s Distrust and the Marketing of New Financial Assets**

*by*Enrique L. Kawamura

**Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete**

*by*Egbert Dierker & Hildegard Dierker & Birgit Grodal

**Dynamique et marche intertemporel : deroulement reel et anticipations**

*by*Courrege, P. & Lacroix, J. & Matarasso, P.

**Why the Poor can Gain from Increased Interest Rates in Grameen Bank**

*by*Hatlebakk, M.

**Competitive Equilibrium with moral hazard in Economies with multiple commodities**

*by*CITANNA, Alessandro

**The relevance of extrinsic uncertainty**

*by*POLEMARCHAKIS, Heracles M. & VENTURA, Luigi

**The identification of preferences from equilibrium prices under uncertainty**

*by*POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I.

**Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem**

*by*Hervé Crès

**Asset Market Structure and Growth**

*by*Pighi Braila & Alessandro Turrini

**Ambiguity Aversion and Incompleteness of Financial Markets**

*by*Sujoy Mukerji & Jean-Marc Tallon

**The Unit Root Property When Markets Are Sequentially Incomplete**

*by*Antonio Jiménez-Martínez & Subir Chattopadhyay

**The Taxation of Trades in assets**

*by*CITANNA, Alessandro & POLEMARCHAKIS, Heracles M. & TIRELLI, M.

**Proportional transaction costs on asset trades : a note on existence by homotopy methods**

*by*CITANNA, Alessandro

**Competitive Equilibrium with Moral Hazard in Economies with Multiple Commodities**

*by*CITANNA, Alessandro

**The Theory of Money**

*by*Martin Shubik

**Equilibrium and arbitrage in incomplete asset markets with fixed prices**

*by*HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles

**The identification of preferences from equilibrium prices under uncertainty**

*by*CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles

**Constrained suboptimality and financial innovation in GEI with a single commodity**

*by*TIRELLI, Mario

**Capital income taxation when markets are incomplete**

*by*TIRELLI, Mario

**Informational efficiency properties of rational expectations equilibria in non-convex economies**

*by*Giulio Seccia

**Introduction to a theory of value coherent with the no-arbitrage principle**

*by*Marco Frittelli

**Convergence of discrete time option pricing models under stochastic interest rates**

*by*O. Scaillet & J.-L. Prigent & J.-P. Lesne

**Enforcement of Contracts when Markets are Incomplete**

*by*Søren Kyhl

**Incomplete Risk Sharing Arrangements and the Value of Information**

*by*Eckwert, B. & Zilcha, I.

**On Generically Complete Markets With an Open-Ended Horizon**

*by*Bottazzi, J.-M. & Meddeb, M.

**On Generically Complete Markets With an Open-Ended Horizon**

*by*Bottazzi, J.-M. & Meddeb, M.

**Incomplete Markets : "Financial Engineering" of Transverse Asset Structures**

*by*Bottazzi, J.-M.

**Incomplete Markets : "Financial Engineering" of Transverse Asset Structures**

*by*Bottazzi, J.-M.

**Ambiguity Aversion and Incompleteness of Financial Markets**

*by*Mukerji, S. & Tallon, J.-M.

**Ambiguity Aversion and Incompleteness of Financial Markets**

*by*Mukerji, S. & Tallon, J.-M.

**Incomplete Markets and Volatility**

*by*Calvet, L.E.

**Precautionary Savings in Incomplete Financial Markets**

*by*Kast, R. & Lapied, A.

**Complete Markets in Italy: An Analysis on Micro Data**

*by*Tomaso Duso

**Utility based pricing of contingent claims**

*by*A. Gamba & P. Pellizzari

**Pareto Improving Price Regulation when the Asset Market is Incomplete**

*by*Herings, P.J.J. & Polemarchakis, H.M.

**The Robustness of the CAPM - A Computational Approach**

*by*Herings, P.J.J. & Kubler, F.

**Intertemporal Choice and Consumption Mobility**

*by*Tullio Jappelli & Luigi Pistaferri

**Consumption Insurance or Consumption Mobility?**

*by*Tullio Jappelli & Luigi Pistaferri

**- Information, Stabilization, And Welfare: The Case Of Sunspots**

*by*Subir Chattopadhyay

**Financial Innovation and Price Volatility**

*by*Alessandro, CITANNA

**Pareto Improving Price Regulation When the Asset Market Is Incomplete**

*by*P. Jean-Jacques Herings & Heracles M. Polemarchakis

**On a shareholder constrained efficient criterion for strategic firms**

*by*Luigi VENTURA

**Option Pricing with Discrete Rebalancing**

*by*Prigent, J.-L. & Renault, O. & Scaillet, O.

**Insider Trading, Investment and Liquidity**

*by*Bhattacharya, Sudipto & Nicodano, Giovanna

**Consumption Insurance or Consumption Mobility**

*by*Jappelli, Tullio & Pistaferri, Luigi

**Arbitrage and equilibrium with exchangeable risks**

*by*HEIFETZ, Aviad & MINELLI, Enrico & POLEMARCHAKIS, Heracles

**Nash-Walras equilibria of a large economy**

*by*MINELLI, Enrico & POLEMARCHAKIS, Heracles

**Some recent developments in capital market theory: A survey**

*by*Richard C. Stapleton

**Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets**

*by*Thorsten Hens & Piero Gottardi

**Welfare-improving financial innovation with a single good**

*by*Ronel Elul

**Social Security in an Overlapping Generations Economy with Land**

*by*Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines

**Projected U.S. Demographics and Social Security**

*by*Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent

**Equity as a Call Option on Mean-Reverting Cash Flows**

*by*Chang, S.W.

**ARCH Models and Option Pricing: The Continuous Time Connection**

*by*Fornari, F. & Mele, A.

**Capital Market Equilibrium with Mispricing and Arbitrage Activity**

*by*Basak, S. & Croitoru, B.

**Education and Borrowing Constraints: Tests vs. Prices**

*by*Raquel Fernandez

**Education and Borrowing Constraints: Tests vs Prices**

*by*Fernandez, R.

**Education and Borrowing Constraints: Tests Vs. Prices**

*by*Fernández, Raquel

**Assets, human capital, and growth**

*by*BRAILA, Chrissopighi & TURRINI, Alessandro

**Indeterminacy of equilibrium allocations in monetary open economies**

*by*SALTO, Matteo

**Pareto improving price regulation when the asset market is incomplete**

*by*HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles

**Investment decisions and normalization with incomplete markets: a remark**

*by*VENTURA, Luigi

**Unawareness and bankruptcy: A general equilibrium model**

*by*Salvatore Modica & J.-Marc Tallon & Aldo Rustichini

**Constrained suboptimality in incomplete markets: a general approach and two applications**

*by*Atsushi Kajii & Antonio Villanacci & Alessandro Citanna

**Pareto improving financial innovation in incomplete markets**

*by*David Cass & Alessandro Citanna

**Aggregation, efficiency and mutual fund separation in incomplete markets**

*by*JÊrÆme B. Detemple & Piero Gottardi

**Options and sunspots in a simple monetary economy**

*by*Gaetano Antinolfi & Todd Keister

**Option pricing with transaction costs and a nonlinear Black-Scholes equation**

*by*Halil Mete Soner & Guy Barles

**Robust hedging of the lookback option**

*by*David G. Hobson

**Hedging American contingent claims with constrained portfolios**

*by*Ioannis Karatzas & (*), S. G. Kou

**General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies**

*by*Youngjae Lim & Robert Townsend

**Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case**

*by*Prigent, J.L.

**Convergence of Discrete Time Options Pricing Models under Stochastic Rates**

*by*Lesne, J.P. & Prigent, J.L. & Scaillet, O.

**Correlated Equilibria in Competitive Market Games**

*by*Giraud, G.

**A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"**

*by*Herings, P.J.J.

**Heterogeneous Information Arrival and Option Pricing**

*by*Patrick K. Asea & Mthuli Ncube

**To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints**

*by*Raquel Fernandez & Jordi Gali

**Asset Markets and Investment Decisions**

*by*A. De Waegenaere & Heracles M. Polemarchakis & L. Ventura

**To Each According to ...?: Markets, Tournaments, and The Matching Problem with Borrowing Constraints**

*by*Fernandez, Raquel & Gali, Jordi

**Income and Consumption Smoothing Among US States: Regions or Clubs?**

*by*Sørensen, Bent E & Yosha, Oved

**To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints**

*by*Fernández, Raquel & Galí, Jordi

**Robustness of the coordinating role of a redundant security**

*by*HARA, Chiaki

**Discreteness of equilibria in incomplete markets with a continuum of states**

*by*KLINGER MONTEIRO, Paulo & PASCOA, Mario R.

**Nonparametric Methods and Option Pricing**

*by*Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès

**Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints**

*by*Jérôme B. Detemple & Shashidhar Murthy

**Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets**

*by*Jérôme B. Detemple & Piero Gottardi

**Nash-implementation of the weak Pareto choice rule for indecomposable environments**

*by*Hiroaki Osana

**Which improves welfare more: A nominal or an indexed bond?**

*by*Michael Magill & Martine Quinzii

**Portfolio Dominance and Optimality in Infinite Security Markets**

*by*Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner

**Costly Acquisition of Information with Incomplete Markets**

*by*Marta Laitenberger

**Expectational Diversity in Monetary Economics**

*by*Brock, W.A. & de Fontnouvelle, P.

**Information revelation and market incompleteness**

*by*José M. Marín & Rohit Rahi

**Stability of Tâtonnement processes of short period equilibria with rational expectations**

*by*Thorsten Hens

**Prices, Asset Markets and Indeterminacy**

*by*Heracles M. Polemarchakis & P. Siconolfi

**Two Roles for Monetary Policy when the Asset Market is Incomplete and Information is Asymmetric**

*by*DONATI, P.

**American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation**

*by*Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès

**Nonparametric Estimation of American Options Exercise Boundaries and Call Prices**

*by*Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès

**Arbitrage Based Pricing When Volatility Is Stochastic**

*by*Peter Bossaert & Eric Ghysels & Christian Gouriéroux

**Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing**

*by*Prigent, J.L.

**Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin**

*by*Browne, S.

**Too Few Risk Takers**

*by*Black, J. & de Meza, D.

**Endogenous Borrowing Constraints with Incomplete Markets**

*by*Zhang, H.H.

**A macroeconomic model**

*by*DE WAEGENAERE, Anja & POLEMARCHAKIS, Heracles & VENTURA , Luigi

**The relevance of extrinsic uncertainty**

*by*POLEMARCHAKIS, Heracles & VENTURA, Luigi

**Can Irrelevant Product Differentiation Matter ?**

*by*VENTURA , Luigi

**Asset and Commodity Prices with Multiattribute Durable Goods**

*by*Jérôme B. Detemple & Christos I. Giannikos

**A Role for Monetary Policy when Prices reveal Information : An Example**

*by*POLEMARCHAKIS, Heracles & SECCIA, Giulio

**Prices, Asset Markets and Indeterminacy**

*by*POLEMARCHAKIS, Heracles & SICONOLFI , Paolo

**On the Role of Paper Money in General Equilibrium Model without Transactions Costs**

*by*KAJII, Atsushi

**On the Stability of Intertemporal Equilibria with Rational Expectations**

*by*Thorsten Hens

**Stock Price Fluctuation as a Diffusion in a Random Environment**

*by*Föllmer, Hans

**Generic Existence of Competitive Equilibria when the Asset Market is Incomplete : A Symmetric Argument**

*by*POLEMARCHAKIS, Heracles & SICONOLFI, Paolo

**Equilibrium with Incomplete Financial Markets : Uniqueness of Equilibrium Expectations and Real Indeterminacy**

*by*PIETRA, Tito & SICONOLFI, Paolo

**Partially revealing rational expectations equilibria with nominal assets**

*by*Rahi,Rohit

**Infinite horizon,Incomplete markets**

*by*Magill,Michael & Quinzii,Martine

**The Existence of Equilibrium and the Objective Function of the Firm**

*by*David Kelsey & Frank Milne

**The generic existence of competitive equilibria with restricted participation**

*by*POLEMARCHAKIS, Heracles & SICONOLFI, Paolo

**The Economics of Discrimination Thirty Years Later: Economists Enter the Courtroom**

*by*Orley Ashenfelter & Ronald Oaxaca

**Marktverhalten bei Qualitätsunsicherheit**

*by*Gilroy, Bernard Michael & Broll, Udo

**Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets**

*by*Thorsten Hens & Beate Pilgrim & Janos Mayer

**Limits to Arbitrage when Market Participation Is Restricted**

*by*Thorsten Hens & P. Jean-Jacques Herings & Arkadi Predtetchinskii

**Evolutionary Stable Stock Markets**

*by*Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½

**Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?**

*by*Haim Levy & Enrico De Giorgi & Thorsten Hens

**Prospect Theory and the CAPM: A contradiction or coexistence?**

*by*Haim Levy & Enrico De Giorgi & Thorsten Hens

**An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index**

*by*Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½ & Martin Stalder

**Excess Demand Functions with Incomplete Markets - A Global Result**

*by*Takeshi Momi

**Market Selection and Survival of Investment Strategies**

*by*Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½

**Market Selection of Financial Trading Strategies: Global Stability**

*by*Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½

**Evolution of Portfolio Rules in Incomplete Markets**

*by*Thorsten Hens & Klaus Schenk-Hoppï¿½

**An Extension of Mantel (1976) to Incomplete Markets**

*by*Thorsten Hens

**An Evolutionary Approach to Financial Innovation**

*by*Marc Oliver Bettzuege & Thorsten Hens

**Financial Innovation, Communication and the Theory of the Firm**

*by*Marc Oliver Bettzuege & Thorsten Hens

**Stationary Temporary Equilibrium in a General Model of Optimal Accumulation and Trade**

*by*Manjira Datta

**Endogenous completeness of diffusion driven equilibrium markets**

*by*Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ

**Incomplete-Market Equilibria Solved Recursively on an Event Tree**

*by*Bernard DUMAS & Andrew LYASOFF

**Strategies of Survival in Dynamic Asset Market Games**

*by*Rabah AMIR & Igor V. EVSTIGNEEV & Le XU

**Asset Market Games of Survival**

*by*Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE

**Martingale Representation Theorem for the G-expectation**

*by*Halil Mete SONER & Nizar TOUZI & Jianfeng ZHANG

**Liquidity Models in Continuous and Discrete Time**

*by*Selim GOKAY & Alexandre F. ROCH & Halil Mete SONER

**Stationary Temporary Equilibrium in a General Model of Optimal Accumulation and Trade**

*by*Manjira Datta