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Keywords
(1)
Incomplete Market
Related Publications
(28)
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Theory of Incomplete Markets
Theory of Incomplete Markets,Michael Magill,Martine Quinzii
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Theory of Incomplete Markets
(
Citations: 229
)
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Michael Magill
,
Martine Quinzii
Published in 1996.
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(81)
...closed. Thus for outside this closed lowerdimensional set equation (
14
) yields dierent...
...The polynomials in the equations (13), (
14
), and (15) form a zerodimensional radical ideal in K[eH;x;t;y]...
...Finally, by construction all Walrasian equilibria of the economy satisfy equations (13) and (
14
)...
...Dierent choices of the random weights i in Equation (
14
) lead to dierent UPRs...
Felix Kubler
,
et al.
Competitive equilibria in semialgebraic economies
...Thanks to (14) we can posit that the resource price x∗ is a decreasing function of eI. So, if eI and ei are negatively dependent, cov(x∗,ei) > 0; see [
28
] Proposition 16.9...
S. D. Flåm
,
et al.
Private information, transferable utility, and the core
...berger (1988), Ingersoll (1987), and
Magill and Quinzii (1996)
...
Anke Gerber
,
et al.
Dynamic General Equilibrium and TPeriod Fund Separation
...In contrast, the traditional general equilibrium literature with incomplete …nancial markets (GEI henceforth) models the …rm as an in…nitely lived entity that owns and accumulates its capital stock and is owned by its shareholders, who trade equity shares in a stock market rather than accumulating physical capital (see
Magill and Quinzii, 1996, chapter 6,
for a review of this literature)...
...17 This point is illustrated by
CarcelesPoveda (2007)
, who studies the quantitative implications of alterna...
Eva CarcelesPoveda
,
et al.
Owning capital or being shareholders: An equivalence result with incom...
...General Equilibrium Theory with Incomplete markets aims to study the interactions of the nancial part of the economy and its commodity part in a world where time and uncertainty play a fundamental role (see, for example, Radner [24], MagillQuinzii [
21
], or Geanakoplos [16] for a survey on GEI model)...
...There is a nite set (by abuse of notation, I will also denote the cardinal of the set I) and we consider the simplest case of intertemporal model with two dates, t = 0 (today) and t = 1 (tomorrow) (see [
21
], [1], [8] for a generalization to several periods)...
Philippe Bich
,
et al.
Existence of pseudoequilibria in a financial economy
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Citations
(229)
Efficiency analysis, shortage functions, arbitrage, and martingales
Robert G. Chambers
,
Rolf Färe
Journal:
European Journal of Operational Research  EJOR
, vol. 213, no. 1, pp. 349358, 2011
Ownership structure and control in incomplete market economies with transferable utility
Egbert Dierker
,
Hildegard Dierker
Journal:
Economic Theory  ECON THEORY
, pp. 116, 2011
Competitive equilibria in semialgebraic economies
(
Citations: 7
)
Felix Kubler
,
Karl Schmedders
Journal:
Journal of Economic Theory  J ECON THEOR
, vol. 145, no. 1, pp. 301330, 2010
Drèze equilibria and welfare maxima
(
Citations: 2
)
Egbert Dierker
,
Hildegard Dierker
Journal:
Economic Theory  ECON THEORY
, vol. 45, no. 1, pp. 5563, 2010
Arbitrage and equilibrium with portfolio constraints
(
Citations: 3
)
Bernard Cornet
,
Ramu Gopalan
Journal:
Economic Theory  ECON THEORY
, vol. 45, no. 1, pp. 227252, 2010