Gross substitution in financial markets

DOI10.1016/0165-1765(94)00647-KzbMath0900.90021OpenAlexW2071128338MaRDI QIDQ672545

Thorsten Hens, Löffler, Andras

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00647-k

Mathematics Subject Classification ID

Related Items (6)

Huggett economies with multiple stationary equilibria ⋮ Uniqueness of equilibrium in a Bewley-Aiyagari model ⋮ Risk aversion and uniqueness of equilibrium in economies with two goods and arbitrary endowments ⋮ A new approach to the uniqueness of equilibrium with CRRA preferences ⋮ Offer curves and uniqueness of competitive equilibrium ⋮ An extension of a theorem by Mitjushin and Polterovich to incomplete markets

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• Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem
• Mean demand when consumers satisfy the weak axiom of revealed preference
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable
• Relative Risk Aversion with Arrow-Debreu Securities
• On Some Systems of Equations of Mathematical Economics

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