Endogenous restricted participation in general financial equilibrium

DOI10.1016/j.jmateco.2009.06.008zbMath1180.91180OpenAlexW2023128200MaRDI QIDQ1049224

Michele Gori, Antonio Villanacci, Laura Carosi

Publication date: 8 January 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2009.06.008

zbMATH Keywords

regularitygeneral equilibriumfinancial marketsrestricted participationdeterminacy and indeterminacy of equilibria

Mathematics Subject Classification ID

General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

Related Items (13)

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Incomplete financial markets with real assets and wealth-dependent credit limits ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ Price impact under heterogeneous beliefs and restricted participation ⋮ Credit segmentation in general equilibrium ⋮ Reduced equivalent form of a financial structure ⋮ Multiplicity in general financial equilibrium with portfolio constraints ⋮ On equilibrium existence with endogenous restricted financial participation ⋮ Arbitrage and equilibrium with portfolio constraints ⋮ A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics ⋮ Endogenous restricted participation in general financial equilibrium ⋮ Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence ⋮ Existence of financial equilibria with endogenous short selling restrictions and real assets

Cites Work

• Optimality in a financial economy with outside money and restricted participation.
• Computing equilibria in finance economies with incomplete markets and transaction costs
• Limits to arbitrage when market participation is restricted
• The structure of financial equilibrium with exogenous yields. The case of restricted participation
• Multiplicity in general financial equilibrium with portfolio constraints
• Endogenous restricted participation in general financial equilibrium
• Generic existence of competitive equilibria with restricted participation
• Implicit functions from topological vector spaces to Banach spaces
• Endogenous market integration, manipulation and limits to arbitrage
• Differential Topology
• Generic regularity of competitive equilibria with restricted participation
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