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Citations for "Generic inefficiency of stock market equilibrium when markets are incomplete"

by Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J.

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  1. VENTURA, Luigi, 1998. "Investment decisions and normalization with incomplete markets: a remark," CORE Discussion Papers 1998028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009. "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers 0916, University of Brescia, Department of Economics.
  3. J.H. Dreze & E. Minelli & M. Tirelli, 2006. "Production and Financial Policies under Asymmetric Information," Working Papers ubs0608, University of Brescia, Department of Economics.
  4. TIRELLI, Mario, 2000. "Capital income taxation when markets are incomplete," CORE Discussion Papers 2000011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2000. "Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete," CIE Discussion Papers 2000-07, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  6. Tirelli, Mario, 2006. "The evaluation of public investments under uncertainty," Research in Economics, Elsevier, vol. 60(4), pages 188-198, December.
  7. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00611712, HAL.
  8. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Post-Print hal-00609153, HAL.
  9. Nagata, Ryo, 2005. "Inefficiency of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 887-897, November.
  10. Julio Davila & Jay H. Hong & Per Krusell & Jose-Victor Rios-Rull, 2005. "Constrained efficiency in the neoclassical growth model with uninsurable idiosyncratic shocks," PIER Working Paper Archive 05-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  11. Alexis Akira Toda, . "Asset Prices and Efficiency in a Krebs Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  12. Mario Tirelli, 2003. "Income taxation when markets are incomplete," Decisions in Economics and Finance, Springer, vol. 26(2), pages 97-128, November.
  13. Roberto C. Raimondo, 2003. "Hart Effect And Equilibrium In Incomplete Markets I," Department of Economics - Working Papers Series 876, The University of Melbourne.
  14. Emmanuel Farhi & Ivan Werning, 2015. "A Theory of Macroprudential Policies in the Presence of Nominal Rigidities," Working Paper 95131, Harvard University OpenScholar.
  15. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002. "Are Incomlete Markets Able to Achieve Minimal Efficiency?," Vienna Economics Papers 0212, University of Vienna, Department of Economics.
  16. Cass, David & Siconolfi, Paolo & Villanacci, Antonio, 2001. "Generic regularity of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 61-76, September.
  17. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  18. Longstaff, Francis A, 2005. "Asset Pricing in Markets with Illiquid Assets," University of California at Los Angeles, Anderson Graduate School of Management qt2458g38x, Anderson Graduate School of Management, UCLA.
  19. Richard Arnott & Bruce Greenwald & Joseph E. Stiglitz, 1993. "Information and Economic Efficiency," NBER Working Papers 4533, National Bureau of Economic Research, Inc.
  20. Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009. "Markets and Contracts," Working Papers 0915, University of Brescia, Department of Economics.
  21. Bonnisseau, Jean-Marc & Lachiri, Oussama, 2004. "On the objective of firms under uncertainty with stock markets," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 493-513, August.
  22. Hervé Crès, 2006. "A Geometric Study of Shareholders’ Voting in Incomplete Markets: Multivariate Median and Mean Shareholder Theorems," Social Choice and Welfare, Springer, vol. 27(2), pages 377-406, October.
  23. repec:spo:wpecon:info:hdl:2441/10284 is not listed on IDEAS
  24. Hervé Crès & Mich Tvede, 2001. "Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent," Sciences Po publications 726/2001, Sciences Po.
  25. Martine Quinzii & Michael Magill, 2007. "The Probability Approach To General Equilibrium With Production," Working Papers 83, University of California, Davis, Department of Economics.
  26. DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2007. "Shareholder-efficient production plans in a multi-period economy," CORE Discussion Papers 2007082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna, 2008. "Multiplicity in general financial equilibrium with portfolio constraints," Journal of Economic Theory, Elsevier, vol. 142(1), pages 100-127, September.
  28. Hervé Crès, 2000. "Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem," Sciences Po publications 706/2000, Sciences Po.
  29. Tarun Sabarwal, 2004. "A Consistent Firm Objective When Markets are Incomplete: Profit Maximization," Econometric Society 2004 North American Summer Meetings 141, Econometric Society.
  30. Giraud, Gael & Stahn, Hubert, 2003. "Efficiency and imperfect competition with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 559-583, July.
  31. Filippo Taddei, 2007. "Collateral, Financial Arrangements and Pareto Optimality," Carlo Alberto Notebooks 64, Collegio Carlo Alberto.
  32. Summer, Martin, 2002. "Financial markets, the structure of long-term investments and labour income risks," Research in Economics, Elsevier, vol. 56(3), pages 265-298, September.
  33. Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Documents de travail du Centre d'Economie de la Sorbonne 11038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  34. Sabarwal Tarun, 2007. "Value Maximization as an Ex-Post Consistent Firm Objective When Markets are Incomplete," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-21, January.
  35. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
  36. Jean-Marc Bonnisseau & Oussama Lachiri, 2004. "A note on the Drèze’s criterion for large capitalist firms," Cahiers de la Maison des Sciences Economiques b04120, Université Panthéon-Sorbonne (Paris 1).
  37. Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
  38. Mario Tirelli, 2005. "Constrained Inefficiency In GEI: A Geometric Argument," Working Papers 2005-12, Brown University, Department of Economics.
  39. repec:spo:wpecon:info:hdl:2441/10282 is not listed on IDEAS
  40. Francis A. Longstaff, 2004. "Financial Claustrophobia: Asset Pricing in Illiquid Markets," NBER Working Papers 10411, National Bureau of Economic Research, Inc.
  41. Peter Diamond, 1994. "Insulation of Pensions from Political Risk," NBER Working Papers 4895, National Bureau of Economic Research, Inc.
  42. 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.
  43. CRES, Hervé & TVEDE, Mich, 2004. "The Dreze and Grossman-Hart criteria for production in incomplete markets: Voting foundations and compared political stability," Les Cahiers de Recherche 794, HEC Paris.
  44. Cass, David & Pavlova, Anna, 2003. "On Trees And Logs," Working papers 4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  45. 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.
  46. CRES, Herve, 2000. "Majority stable production equilibria : a multivariate mean shareholders theorem," Les Cahiers de Recherche 706, HEC Paris.
  47. Antonio Jiménez-Martínez, 2009. "Notes on the Constrained Suboptimality Result by J. D. Geanakoplos and H. M. Polemarchakis (1986)," Working papers DTE 466, CIDE, División de Economía.
  48. Charles P. Thomas, 1993. "The role of fiscal policy in an incomplete markets framework," International Finance Discussion Papers 451, Board of Governors of the Federal Reserve System (U.S.).
  49. Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
  50. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers 08-2011, Economics Section, The Graduate Institute of International Studies.
  51. Wan-hsiang Pan, 1995. "A second welfare theorem for constrained efficient allocations in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 577-599.
  52. Giraud, Gaël & Renouard, Cécile, 2011. "In search of an alternative to shareholder value maximization," ESSEC Working Papers WP1108, ESSEC Research Center, ESSEC Business School.
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