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Effectively complete equilibria -- A note

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Publication:1304444
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DOI10.1016/S0304-4068(97)00044-XzbMath0932.91031MaRDI QIDQ1304444

Ronel Elul

Publication date: 21 March 2000

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


zbMATH Keywords

Pareto optimalityincomplete marketsequilibrium allocationeffectively complete


Mathematics Subject Classification ID

Special types of economic equilibria (91B52) General equilibrium theory (91B50)


Related Items

Incomplete financial markets and jumps in asset prices, Collateral equilibrium. I: A basic framework



Cites Work

  • Unnamed Item
  • The survival assumption and existence of competitive equilibria when asset markets are incomplete
  • Financial innovation in a general equilibrium model
  • Voluntary and Efficient Allocations are Walrasian
  • Efficiency of Non-Walrasian Equilibria
  • Standard Securities
  • Convex Analysis
  • Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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