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Volumn 42, Issue 4-5 SPEC. ISS., 2006, Pages 384-405

Competitive equilibrium with incomplete financial markets

Author keywords

Cass trick; Financial equilibrium; Incomplete markets

Indexed keywords


EID: 33747777696     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2006.04.008     Document Type: Article
Times cited : (33)

References (10)
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    • Arrow, K.J.1
  • 2
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    • The structure of investor preferences and asset returns, and separability in portfolio allocation: a contribution to the pure theory of mutual funds
    • Cass D., and Stiglitz J.E. The structure of investor preferences and asset returns, and separability in portfolio allocation: a contribution to the pure theory of mutual funds. Journal of Economic Theory 2 (1970) 122-160
    • (1970) Journal of Economic Theory , vol.2 , pp. 122-160
    • Cass, D.1    Stiglitz, J.E.2
  • 3
    • 0004212232 scopus 로고
    • Wiley, New York (Chapters 5 and 7)
    • Debreu G. Theory of Value (1959), Wiley, New York (Chapters 5 and 7)
    • (1959) Theory of Value
    • Debreu, G.1
  • 4
    • 0001531679 scopus 로고
    • The role of a stock market in a general equilibrium model with technological uncertainty
    • Diamond P.A. The role of a stock market in a general equilibrium model with technological uncertainty. American Economic Review 57 (1967) 759-773
    • (1967) American Economic Review , vol.57 , pp. 759-773
    • Diamond, P.A.1
  • 5
    • 0004151106 scopus 로고
    • Cambridge University Press (Chapter 5)
    • Gale D. Money: In Equilibrium (1982), Cambridge University Press (Chapter 5)
    • (1982) Money: In Equilibrium
    • Gale, D.1
  • 6
    • 0002422053 scopus 로고
    • A characterization of the optimality of equilibrium in incomplete markets
    • Grossman S.J. A characterization of the optimality of equilibrium in incomplete markets. Journal of Economic Theory 15 (1977) 1-15
    • (1977) Journal of Economic Theory , vol.15 , pp. 1-15
    • Grossman, S.J.1
  • 7
    • 0000930326 scopus 로고
    • On the optimality of equilibrium when the market structure is incomplete
    • Hart O.D. 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.D.1
  • 8
    • 0001926208 scopus 로고
    • On the existence of general equilibrium for a competitive market
    • (some corrections, Econometrica 29 (1961) 247-248)
    • McKenzie L.W. On the existence of general equilibrium for a competitive market. Econometrica 27 (1959) 54-71 (some corrections, Econometrica 29 (1961) 247-248)
    • (1959) Econometrica , vol.27 , pp. 54-71
    • McKenzie, L.W.1
  • 10
    • 0000083025 scopus 로고
    • 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
    • Radner, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.