Failure of the index theorem in an incomplete market economy

DOI10.1016/j.jmateco.2012.07.004zbMath1263.91032OpenAlexW2136019748MaRDI QIDQ690982

Takeshi Momi

Publication date: 29 November 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.07.004

zbMATH Keywords

incomplete markethomotopyindex theorem

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Special types of economic markets (including Cournot, Bertrand) (91B54) Portfolio theory (91G10)

Related Items (1)

A smooth homotopy method for incomplete markets

Cites Work

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• On the orientability of the asset equilibrium manifold
• A new proof of the index formula for incomplete markets
• Excess demand function around critical prices in incomplete markets
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Computing equilibria of GEI by relocalization on a Grassmann manifold
• The index theorem for a GEI economy when the degree of incompleteness is even.
• Excess demand functions and incomplete markets
• On the Disaggregation of Excess Demand Functions
• Computing Equilibria when Asset Markets are Incomplete
• Two Remarks on the Number of Equilibria of an Economy

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