Overlapping expectations and Hart's conditions for equilibrium in a securities model
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Publication:1056654
DOI10.1016/0022-0531(83)90027-3zbMath0523.90016OpenAlexW1995236402MaRDI QIDQ1056654
Publication date: 1983
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(83)90027-3
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Cites Work
- A generalization of Tychonoff's fixed point theorem
- A selection theorem for open graph correspondences with tar-shaped values
- On the optimality of equilibrium when the market structure is incomplete
- Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- Unnamed Item
