Portfolio choice, exchange rates, and indeterminacy

DOI10.1016/0022-0531(88)90141-XzbMath0656.90010OpenAlexW2148528716MaRDI QIDQ1110429

Herakles M. Polemarchakis

Publication date: 1988

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(88)90141-x

zbMATH Keywords

incomplete asset marketdegree of indeterminacyCompetitive equilibriaexchange economy under uncertainty

Mathematics Subject Classification ID

Related Items (5)

Stability and determinacy conditions for mixed-type functional differential equations ⋮ Welfare and excess volatility of exchange rates ⋮ An introduction to general equilibrium with incomplete asset markets ⋮ Prices, asset markets and indeterminacy ⋮ Spatial externality and indeterminacy

Cites Work

• Observability and optimality
• Options and equilibrium
• Equilibrium in economies with incomplete financial markets
• Real indeterminacy with financial assets
• Economies with a Finite Set of Equilibria
• Smooth Preferences
• Unnamed Item
• Unnamed Item

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