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Volumn 11, Issue 3, 1998, Pages 467-494

Pareto improving financial innovation in incomplete markets

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EID: 0032219876     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990050198     Document Type: Article
Times cited : (63)

References (12)
  • 1
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    • Arbitrage, short sales, and financial innovation
    • 1. Allen, F., Gale, D.: Arbitrage, short sales, and financial innovation. Econometrica 59, 1041-1068 (1991)
    • (1991) Econometrica , vol.59 , pp. 1041-1068
    • Allen, F.1    Gale, D.2
  • 2
    • 0003530802 scopus 로고
    • Competitive equilibrium with incomplete financial markets
    • University of Pennsylvania
    • 2. Cass, D.: Competitive equilibrium with incomplete financial markets. CARESS Working Paper, University of Pennsylvania (1984)
    • (1984) CARESS Working Paper
    • Cass, D.1
  • 3
    • 0010073626 scopus 로고
    • Constrained suboptimality in incomplete markets: A general approach and two applications
    • University of Pennsylvania
    • 3. Citanna, A., Kajii, A., Villanacci, A.: Constrained suboptimality in incomplete markets: A general approach and two applications. CARESS Working Paper, University of Pennsylvania (1994)
    • (1994) CARESS Working Paper
    • Citanna, A.1    Kajii, A.2    Villanacci, A.3
  • 4
    • 0000393303 scopus 로고
    • Stochastic equilibria with incomplete markets
    • 4. Duffie, D.: Stochastic equilibria with incomplete markets. J. Econ. Theory 41, 405-416 (1987) and (corrigenda) 49, 384 (1989)
    • (1987) J. Econ. Theory , vol.41 , pp. 405-416
    • Duffie, D.1
  • 5
    • 85045820961 scopus 로고
    • and (corrigenda)
    • 4. Duffie, D.: Stochastic equilibria with incomplete markets. J. Econ. Theory 41, 405-416 (1987) and (corrigenda) 49, 384 (1989)
    • (1989) J. Econ. Theory , vol.49 , pp. 384
  • 6
    • 8744296703 scopus 로고
    • Optimal innovation of futures contracts
    • 5. Duffie, D., Jackson, M.: Optimal innovation of futures contracts. Rev. Fin. Studies 2, 275-296 (1989)
    • (1989) Rev. Fin. Studies , vol.2 , pp. 275-296
    • Duffie, D.1    Jackson, M.2
  • 7
    • 0001829459 scopus 로고
    • Existence, regularity and constrained suboptimality of competitive allocations when the asset market is incomplete
    • Heller, W., Starr, R., Starrett, D. (eds.). Cambridge: Cambridge University Press
    • 6. Geanakoplos, J., Polemarchakis, H.: Existence, regularity and constrained suboptimality of competitive allocations when the asset market is incomplete. In: Heller, W., Starr, R., Starrett, D. (eds.) Uncertainty, Information and Communication: Essays in Honor of Kenneth J. Arrow, Vol. III. Cambridge: Cambridge University Press 1986
    • (1986) Uncertainty, Information and Communication: Essays in Honor of Kenneth J. Arrow , vol.3
    • Geanakoplos, J.1    Polemarchakis, H.2
  • 9
    • 0000930326 scopus 로고
    • On the optimality of equilibrium when the market structure is incomplete
    • 8. Hart, O.: On the optimality of equilibrium when the market structure is incomplete. J. Econ. Theory 11, 418-443 (1975)
    • (1975) J. Econ. Theory , vol.11 , pp. 418-443
    • Hart, O.1
  • 11
    • 0003035816 scopus 로고
    • Global analysis and economics. Iii: Pareto optima and price equilibria
    • 10. Smale, S.: Global analysis and economics. III: Pareto optima and price equilibria. J. Math. Econ. 1, 107-117 (1974)
    • (1974) J. Math. Econ. , vol.1 , pp. 107-117
    • Smale, S.1
  • 12
    • 0001683119 scopus 로고
    • Equilibrium in economies with incomplete markets
    • 11. Werner, J.: Equilibrium in economies with incomplete markets. J. Econ. Theory 36, 110-119 (1985)
    • (1985) J. Econ. Theory , vol.36 , pp. 110-119
    • Werner, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.