A characterization of the optimality of equilibrium in incomplete markets
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Publication:1240140
DOI10.1016/0022-0531(77)90063-1zbMath0362.90019OpenAlexW2067353486WikidataQ29028205 ScholiaQ29028205MaRDI QIDQ1240140
Publication date: 1977
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(77)90063-1
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Cites Work
- Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach
- On the optimality of equilibrium when the market structure is incomplete
- Competitive inefficiencies in the presence of constrained transactions
- Quasi-Concave Programming
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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