Walrasian foundations for equilibria in segmented markets

DOI10.1007/S11579-014-0114-4zbMath1307.91120OpenAlexW2060392969MaRDI QIDQ468117

Rohit Rahi, Jean-Pierre Zigrand

Publication date: 6 November 2014

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/55940/

zbMATH Keywords

arbitragerestricted participationsegmented markets

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (2)

Optimal investment, derivative demand, and arbitrage under price impact ⋮ Bowley reinsurance with asymmetric information: a first-best solution

Cites Work

• A general equilibrium analysis of strategic arbitrage
• Generic existence of competitive equilibria with restricted participation
• Endogenous market integration, manipulation and limits to arbitrage
• Constraint qualifications in maximization problems
• Generic regularity of competitive equilibria with restricted participation

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