메뉴 건너뛰기




Volumn 36, Issue 1, 2001, Pages 61-76

Generic regularity of competitive equilibria with restricted participation

Author keywords

D50; D52; Financial markets; General equilibrium; Regularity of equilibria; Restricted participation

Indexed keywords


EID: 0041908199     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(01)00067-2     Document Type: Article
Times cited : (20)

References (15)
  • 1
    • 0002224790 scopus 로고
    • Regular demand with several, general budget constraints
    • In: Majumdar, M. (Ed.), MacMillan, London
    • Balasko, Y., Cass, D., 1991. Regular demand with several, general budget constraints. In: Majumdar, M. (Ed.), Equilibrium and Dynamics: Essays in Honor of David Gale. MacMillan, London.
    • (1991) Equilibrium and Dynamics: Essays in Honor of David Gale
    • Balasko, Y.1    Cass, D.2
  • 2
    • 0000908675 scopus 로고
    • The structure of financial equilibrium with exogenous yields: The case of restricted participation
    • Balasko Y., Cass D., Siconolfi P. The structure of financial equilibrium with exogenous yields: the case of restricted participation. Journal of Mathematical Economics. 19:1990;195-216.
    • (1990) Journal of Mathematical Economics , vol.19 , pp. 195-216
    • Balasko, Y.1    Cass, D.2    Siconolfi, P.3
  • 4
    • 0040249268 scopus 로고    scopus 로고
    • Optimal Replication of Contingent Claims under Portfolio Constraints
    • Broadie M., Cvitanic J., Soner H.M. Optimal Replication of Contingent Claims under Portfolio Constraints. Review-of-Financial-Studies. 11(1):1998;59-79.
    • (1998) Review-of-Financial-Studies , vol.11 , Issue.1 , pp. 59-79
    • Broadie, M.1    Cvitanic, J.2    Soner, H.M.3
  • 5
    • 0042329096 scopus 로고
    • Real indeterminacy from imperfect financial markets: Two addenda
    • University of Pennsylvania
    • Cass, D., 1990. Real indeterminacy from imperfect financial markets: two addenda. CARESS Working Paper, University of Pennsylvania.
    • (1990) CARESS Working Paper
    • Cass, D.1
  • 6
    • 0001080350 scopus 로고
    • Incomplete Financial Markets and Indeterminacy of Competitive Equilibrium
    • In: Laffont, J.J. (Ed.), Econometric Society Monographs, no. 21, Cambridge University Press, Cambridge
    • Cass, D., 1992. Incomplete Financial Markets and Indeterminacy of Competitive Equilibrium. In: Laffont, J.J. (Ed.), Advances in Economic Theory: Sixth World Congress, Vol. 2. Econometric Society Monographs, no. 21, Cambridge University Press, Cambridge, pp. 263-288.
    • (1992) Advances in Economic Theory: Sixth World Congress , vol.2 , pp. 263-288
    • Cass, D.1
  • 7
    • 0030637289 scopus 로고    scopus 로고
    • Optimal consumptions and equilibrium prices with portfolio constraints and stochastic income
    • Cuoco D. Optimal consumptions and equilibrium prices with portfolio constraints and stochastic income. Journal of Economic Theory. 72:1997;33-73.
    • (1997) Journal of Economic Theory , vol.72 , pp. 33-73
    • Cuoco, D.1
  • 9
    • 0033445147 scopus 로고    scopus 로고
    • Viability and equilibrium in securities markets with frictions
    • Jouni E., Kallal H. Viability and equilibrium in securities markets with frictions. Mathematical-Finance. 9(3):1999;275-292.
    • (1999) Mathematical-Finance , vol.9 , Issue.3 , pp. 275-292
    • Jouni, E.1    Kallal, H.2
  • 10
    • 0041327633 scopus 로고
    • Real effects of money in general equilibrium
    • University of Southern California, Los Angeles, CA
    • Magill, M., Quinzii, M., 1988. Real effects of money in general equilibrium. MRG Working Paper, University of Southern California, Los Angeles, CA.
    • (1988) MRG Working Paper
    • Magill, M.1    Quinzii, M.2
  • 11
    • 0031256728 scopus 로고    scopus 로고
    • Generic Existence of competitive equilibria with restricted participation
    • Polemarchakis H., Siconolfi P. Generic Existence of competitive equilibria with restricted participation. Journal of Mathematical Economics. 28:1997;289-311.
    • (1997) Journal of Mathematical Economics , vol.28 , pp. 289-311
    • Polemarchakis, H.1    Siconolfi, P.2
  • 13
    • 0002768837 scopus 로고
    • Equilibrium with asymmetric constraints on portfolio holdings and incomplete financial markets
    • In: Galeotti, M., Geronazzo, L., Gori, F. (Eds.), Societa Pitagora, Rome, Italy
    • Siconolfi, P., 1989. Equilibrium with asymmetric constraints on portfolio holdings and incomplete financial markets. In: Galeotti, M., Geronazzo, L., Gori, F. (Eds.), Non-linear Dynamics in Economics and Social Sciences, Societa Pitagora, Rome, Italy.
    • (1989) Non-linear Dynamics in Economics and Social Sciences
    • Siconolfi, P.1
  • 14
    • 0041828141 scopus 로고
    • Real indeterminacy, taxes and outside money in incomplete financial market economies: I. The case of lump sum taxes
    • In: Galeotti, M., Geronazzo, L., Gori, F., (Eds.), Springer, Berlin
    • Villanacci, A., 1991. Real indeterminacy, taxes and outside money in incomplete financial market economies: I. The case of lump sum taxes. In: Galeotti, M., Geronazzo, L., Gori, F., (Eds.), Proceedings of the Second Meeting on Non-linear Dynamics in Economics. Springer, Berlin.
    • (1991) Proceedings of the Second Meeting on Non-linear Dynamics in Economics
    • Villanacci, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.