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Equilibrium in incomplete markets: I · Study

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ArticleEquilibrium in incomplete markets: I

Darrell Duffie1985

Article1985

Equilibrium in incomplete markets: I

Darrell Duffie · Wayne J. Shafer

273 citations·0/0 files stored·Journal of Mathematical Economics

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Economic theories and models Economic Theory and Institutions Stochastic processes and financial applications

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References

1979Martingales and arbitrage in multiperiod securities markets 1973The Role of Securities in the Optimal Allocation of Risk-bearing 1975On the optimality of equilibrium when the market structure is incomplete 1972Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets 1985The Theory of General Economic Equilibrium 1970Economies with a Finite Set of Equilibria 2008Economies with a finite set of equilibria 1972Smooth Preferences

Cited by

2001Liquidity Constrained Markets Versus Debt Constrained Markets 1990An introduction to general equilibrium with incomplete asset markets 1989The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets 2001Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach 2013Collateral equilibrium, I: a basic framework 1986Equilibrium in incomplete markets: II

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1986Equilibrium in incomplete markets: IIarticle · 9 shared references 1990An introduction to general equilibrium with incomplete asset marketsarticle · 8 shared references 1982Chapter 15 Existence of competitive equilibriumchapter · 4 shared references 1989An equivalence theorem for a bargaining setarticle · 3 shared references 2010Obfuscation, Learning, and the Evolution of Investor Sophisticationarticle · 3 shared references 1989The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Marketsarticle · 3 shared references

Details

Year1985

Typearticle

Published1985-01-01

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations273

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/0304-4068(85)90004-7

openalex_workW1681361535

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2002Optimal Taxation Without State-Contingent Debt

2008Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets