A note on the regularity of competitive equilibria and asset structures.

DOI10.1016/S0304-4068(03)00043-0zbMath1046.91048MaRDI QIDQ1410587

Atsushi Kajii, Piero Gottardi

Publication date: 14 October 2003

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

zbMATH Keywords

InvarianceIncomplete marketsAsset structureRegular equilibrium

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Unnamed Item
• Characterisation of generically complete real asset structures
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Sunspots and incomplete financial markets: The general case
• Sunspots and the sequential regularity of competitive equilibria
• Pareto improving financial innovation in incomplete markets
• Constrained suboptimality in incomplete markets: A general approach and two applications
• The Structure of Sunspot Equilibria: The Role of Multiplicity

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