Full and constrained Pareto efficiency with incomplete financial markets

DOI10.1007/S00199-019-01239-YzbMath1479.91379OpenAlexW2989766660WikidataQ126623864 ScholiaQ126623864MaRDI QIDQ2061102

Tito Pietra, Concetta Mendolicchio

Publication date: 13 December 2021

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

Full work available at URL: http://hdl.handle.net/11585/737604

zbMATH Keywords

GEIconstrained Pareto efficiencynumeraire assets

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Unnamed Item
• Constrained suboptimality in incomplete markets: A general approach and two applications
• A re-examination of constrained Pareto inefficiency in economies with incomplete markets
• The Inefficiency of the Stock Market Equilibrium

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