Incomplete markets and individual risks

DOI10.1007/BF01213690zbMath0808.90019OpenAlexW2045023913MaRDI QIDQ1339000

Kerry Back

Publication date: 15 March 1995

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

Full work available at URL: https://doi.org/10.1007/bf01213690

zbMATH Keywords

sunspot equilibriaincomplete markets modelinfinite-dimensional manifold of equilibria

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

Options markets, self-fulfilling prophecies, and implied volatilities

Cites Work

• Unnamed Item
• Implementation of Walrasian expectations equilibria
• An expository note on individual risk without aggregate uncertainty
• The revelation of information in strategic market games. A critique of rational expectations equilibrium
• Real indeterminacy with financial assets
• On the aggregation of information in competitive markets
• Informed Speculation with Imperfect Competition
• Economies with a Finite Set of Equilibria
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets

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