Construction of a state space for interrelated securities with an application to temporary equilibrium theory

DOI10.1007/BF01213504zbMath0859.90039MaRDI QIDQ2564220

Philippe Henrotte

Publication date: 7 January 1997

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

zbMATH Keywords

infinite horizonexchange economyendogenous state spacenonarbitrage prices

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (5)

Rational overconfidence and social security: subjective beliefs, objective welfare ⋮ Rational beliefs and endogenous uncertainty ⋮ Construction of a state space for interrelated securities with an application to temporary equilibrium theory ⋮ Endogenous uncertainty in a general equilibrium model with price contingent contracts ⋮ Minimum-cost portfolio insurance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• On rational belief equilibria
• On the structure and diversity of rational beliefs
• Construction of a state space for interrelated securities with an application to temporary equilibrium theory
• An Intertemporal General Equilibrium Model of Asset Prices
• Arbitrage and the Existence of Competitive Equilibrium
• Efficiency and Speculation in a Model with Price-Contingent Contracts
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• Convex Analysis

This page was built for publication: Construction of a state space for interrelated securities with an application to temporary equilibrium theory