A new proof of the index formula for incomplete markets

DOI10.1016/j.jmateco.2006.04.002zbMath1141.91404OpenAlexW2088399298MaRDI QIDQ855325

Arkadi Predtetchinski

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.04.002

zbMATH Keywords

incomplete marketshomotopyindex formula

Mathematics Subject Classification ID

Degree theory for nonlinear operators (47H11) Degree, winding number (55M25) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Related Items (2)

A NOTE ON THE WEAK SEQUENTIAL CORE OF DYNAMIC TU GAMES ⋮ Failure of the index theorem in an incomplete market economy

Cites Work

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• Equilibrium in incomplete markets. I: A basic model of generic existence
• Genericity analysis on the pseudo-equilibrium manifold
• Computing equilibria of GEI by relocalization on a Grassmann manifold
• The index theorem for a GEI economy when the degree of incompleteness is even.
• Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
• Differential Topology
• Computing Equilibria when Asset Markets are Incomplete
• Two Remarks on the Number of Equilibria of an Economy

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