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Volumn 32, Issue 2, 1999, Pages 225-241

A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets

Author keywords

C63; C68; Homotopy; Incomplete asset markets; Index theorem; Penalty function

Indexed keywords


EID: 0038126586     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(98)00044-5     Document Type: Article
Times cited : (17)

References (25)
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  • 3
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    • Computing equilibria of GEI by relocalization on a grassmann manifold
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    • Demarzo, P.M.1    Eaves, B.C.2
  • 4
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    • Dierker E. Two remarks on the number of equilibria of an economy. Econometrica. 40:1972;951-953.
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    • Dierker, E.1
  • 9
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    • An introduction to general equilibrium with incomplete asset markets
    • Geanakoplos J. An introduction to general equilibrium with incomplete asset markets. Journal of Mathematical Economics. 19:1990;1-38.
    • (1990) Journal of Mathematical Economics , vol.19 , pp. 1-38
    • Geanakoplos, J.1
  • 11
    • 0000930326 scopus 로고
    • On the optimality of equilibrium when the market structure is incomplete
    • Hart O. On the optimality of equilibrium when the market structure is incomplete. Journal of Economic Theory. 11:1975;418-443.
    • (1975) Journal of Economic Theory , vol.11 , pp. 418-443
    • Hart, O.1
  • 17
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    • Characterization of generically complete real asset structures
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    • Magill, M.J.P.1    Shafer, W.2
  • 20
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    • Incomplete markets
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    • Magill, M.J.P., Shafer, W., 1991. Incomplete markets. In: Hildenbrand, W., Sonnenschein, H. (Eds.), The Handbook of Mathematical Economics, Volume IV. North-Holland, New York, pp. 1523-1614.
    • (1991) The Handbook of Mathematical Economics , vol.4 , pp. 1523-1614
    • Magill, M.J.P.1    Shafer, W.2
  • 23
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    • Existence of equilibrium of plans, prices and price expectations in a sequence of markets
    • Radner R. Existence of equilibrium of plans, prices and price expectations in a sequence of markets. Econometrica. 40:1972;289-303.
    • (1972) Econometrica , vol.40 , pp. 289-303
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  • 24
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    • Damped Asset Trading in the General Equilibrium Model with Incomplete Asset Markets
    • Department of Operations Research, Stanford University
    • Schmedders, K., 1996. Damped Asset Trading in the General Equilibrium Model with Incomplete Asset Markets. Technical Report 96-11, Department of Operations Research, Stanford University.
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    • Schmedders, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.