INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES

DOI10.1111/j.1467-9965.1996.tb00074.xzbMath0919.90015OpenAlexW2011995965MaRDI QIDQ4226859

Mario Rui Pascoa, Aloisio Pessoa de Araujo, Paulo Klinger Monteiro

Publication date: 26 May 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00074.x

zbMATH Keywords

infinite horizonexistence of equilibriaincomplete markets economy

Mathematics Subject Classification ID

Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (7)

Making promises in infinite-horizon economies with default and collateral ⋮ Defaulting firms and systemic risks in financial networks: a normative approach ⋮ Discreteness of equilibria in incomplete markets with a continuum of states ⋮ Trading constraints penalizing default: A recursive approach ⋮ Harsh default penalties lead to Ponzi schemes ⋮ Overlapping generations models with incomplete markets ⋮ An overlapping generations model with non-ordered preferences and numeraire-incomplete markets

Cites Work

• A note on Fatou's lemma in several dimensions
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Asset Prices in an Exchange Economy
• INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES¹
• Infinite Horizon Incomplete Markets
• Unnamed Item

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