# Equilibrium and arbitrage in incomplete asset markets with fixed prices

## Author

## Abstract

(This abstract was borrowed from another version of this item.)

## Suggested Citation

**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).

*RePEc:unm:umamet:2000004*

DOI: 10.26481/umamet.2000004

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## Other versions of this item:

- 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.
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**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).

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## Citations

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

- John Duggan, 2011.
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**Noisy Stochastic Games**," RCER Working Papers 562, University of Rochester - Center for Economic Research (RCER). - Babenko, R. & Talman, A.J.J., 2006.
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**Quantity Constrained General Equilibrium**," Other publications TiSEM 393bf7c1-3045-4a3b-b3c3-5, Tilburg University, School of Economics and Management.- Babenko, R. & Talman, A.J.J., 2006.
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**Quantity Constrained General Equilibrium**," Discussion Paper 2006-125, Tilburg University, Center for Economic Research.

- Babenko, R. & Talman, A.J.J., 2006.
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- P. Herings & Ronald Peeters, 2010.
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**Homotopy methods to compute equilibria in game theory**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 119-156, January.- Herings, P.J.J. & Peeters, R.J.A.P., 2006.
"
**Homotopy methods to compute equilibria in game theory**," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Herings, P.J.J. & Peeters, R.J.A.P., 2006.
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**The Condercet paradox revisited**," Research Memorandum 009, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).- Herings, P.J.J. & Houba, H, 2013.
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**The Condorcet paradox revisited**," Research Memorandum 021, Maastricht University, Graduate School of Business and Economics (GSBE). - P. Jean-Jacques Herings & Harold Houba, 2010.
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**The Condorcet Paradox Revisited**," Tinbergen Institute Discussion Papers 10-026/1, Tinbergen Institute.

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**The composite iteration algorithm for finding efficient and financially fair risk-sharing rules**," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133.

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**Constrained suboptimality when prices are non-competitive**," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 43-58, January.- Herings, P.J.J. & Konovalov, A., 2000.
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## More about this item

### JEL classification:

**D45**- Microeconomics - - Market Structure, Pricing, and Design - - - Rationing; Licensing**D52**- Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets**D60**- Microeconomics - - Welfare Economics - - - General

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