On the completeness of complete markets

DOI10.1007/S00199-007-0291-YzbMath1155.91020OpenAlexW2108651702MaRDI QIDQ946352

P. Jean-Jacques Herings, Kirsten I. M. Rohde

Publication date: 23 September 2008

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://cris.maastrichtuniversity.nl/ws/files/64776969/Herings_2008_on_the_completeness_of_complete.pdf

zbMATH Keywords

market structuremarket completenesstime-inconsistent preferencesmodel of Arrow-Debreusophisticated behavior

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (3)

Naiveté and sophistication in dynamic inconsistency ⋮ Efficiency of competitive equilibria in economies with time-dependent preferences ⋮ Non-existence of competitive equilibria with dynamically inconsistent preferences

Cites Work

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• A note on the implementation of rational expectations equilibria
• Time-inconsistent preferences in a general equilibrium model
• Maximal elements of acyclic relations on compact sets
• Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
• Non-market reopening, time-consistent plans and the structure of intertemporal preferences
• Sequentially complete markets remain incomplete
• Stochastic OLG models, market structure, and optimality
• Projection Bias in Predicting Future Utility
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Existence of an Equilibrium for a Competitive Economy

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