# Computing Equilibria When Asset Markets Are Incomplete

## Citations

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

- P. Herings & Karl Schmedders, 2006.
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**Computing equilibria in finance economies with incomplete markets and transaction costs**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 493-512, April.- Herings P. Jean-Jacques & Schmedders Karl, 2000.
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**Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs**," Research Memorandum 049, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR). - P. Jean-Jacques Herings & Karl Schmedders, 2001.
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**Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs**," Discussion Papers 1318, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Herings P. Jean-Jacques & Schmedders Karl, 2000.
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- 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). - Kubler, Felix & Schmedders, Karl, 2010.
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**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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- Herings, P.J.J. & Kubler, F., 1999.
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**The Robustness of the CAPM - A Computational Approach**," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.- P. Jean-Jacques Herings & Felix Kubler, 2000.
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**The Robustness of the CAPM-A Computational Approach**," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.

- P. Jean-Jacques Herings & Felix Kubler, 2000.
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- repec:eee:pacfin:v:45:y:2017:i:c:p:186-210 is not listed on IDEAS
- Domenico Cuoco & Hua He, 2001.
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**Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets**," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 265-296, November. - Stefanos Nastis & Thomas Crocker, 2007.
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**A note on parental and child risk valuation**," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 38(1), pages 119-134, September. - 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. - Philippe Bich, 2005.
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**On the existence of approximated equilibria in discontinuous economies**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL. - P. Jean-Jacques Herings & Felix Kubler, 2002.
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**Computing Equilibria in Finance Economies**," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.- 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). - 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). - P.J.J. Herings & F. Kubler, 2001.
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**Computing Equilibria in Finance Economies**," GE, Growth, Math methods 0205003, EconWPA.

- Herings P. Jean-Jacques & Kubler Felix, 2000.
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- Wei Ma & Chuangyin Dang, 2013.
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**The Optimal Price of Default**," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 145-167, May. - Bich, Philippe, 2005.
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**On the existence of approximated equilibria in discontinuous economies**," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 463-481, August. - Ma, Wei, 2015.
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**A simple method for computing equilibria when asset markets are incomplete**," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 32-38. - Momi, Takeshi, 2003.
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**The index theorem for a GEI economy when the degree of incompleteness is even**," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 273-297, June. - Momi, Takeshi, 2012.
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**Failure of the index theorem in an incomplete market economy**," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 437-444. - Sy-Ming Guu & Kenneth L. Judd, 2001.
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**Asymptotic methods for asset market equilibrium analysis**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 127-157.- Kenneth L. Judd & Sy-Ming Guu, 2001.
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**Asymptotic Methods for Asset Market Equilibrium Analysis**," NBER Working Papers 8135, National Bureau of Economic Research, Inc.

- Kenneth L. Judd & Sy-Ming Guu, 2001.
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- Wei Ma, 2015.
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**A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path**," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January. - Esteban-Bravo, Mercedes, 2000.
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**Existence and computation of a GEI equilibrium**," DES - Working Papers. Statistics and Econometrics. WS 10008, Universidad Carlos III de Madrid. Departamento de Estadística. - Schmedders, Karl, 1998.
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**Computing equilibria in the general equilibrium model with incomplete asset markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August. - Bich, Philippe, 2006.
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**On the orientability of the asset equilibrium manifold**," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 452-470, August. - repec:dau:papers:123456789/6111 is not listed on IDEAS
- repec:dau:papers:123456789/6191 is not listed on IDEAS
- Eaves, B. Curtis & Schmedders, Karl, 1999.
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**General equilibrium models and homotopy methods**," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September. - Duffie, Darrell, 2003.
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**Intertemporal asset pricing theory**," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.