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T-period economies with incomplete markets

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  • Florenzano, Monique
  • Gourdel, Pascal

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  • Florenzano, Monique & Gourdel, Pascal, 1993. "T-period economies with incomplete markets," CEPREMAP Working Papers (Couverture Orange) 9312, CEPREMAP.
  • Handle: RePEc:cpm:cepmap:9312
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    File URL: http://www.cepremap.fr/depot/couv_orange/co9312.pdf
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    References listed on IDEAS

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    1. Magill, Michael & Quinzii, Martine, 1994. "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, vol. 62(4), pages 853-880, July.
    2. Hernandez D.A. & Santos, M.S., 1991. "Incomplete Financial Markets in Infinite Horizon Economies," Working papers 9108, Wisconsin Madison - Social Systems.
    3. Duffie, Darrell, 1987. "Stochastic equilibria with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 41(2), pages 405-416, April.
    4. Werner, Jan, 1989. "Equilibrium with incomplete markets without ordered preferences," Journal of Economic Theory, Elsevier, vol. 49(2), pages 379-382, December.
    5. Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
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    Cited by:

    1. Laura Angeloni & Bernard Cornet, 2005. "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005.
    2. Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707401, HAL.
    3. repec:hal:pseose:halshs-00707401 is not listed on IDEAS
    4. Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00801402, HAL.
    5. Bernard Cornet & Abhishek Ranjan, 2013. "A remark on the set of arbitrage-free prices in a multi-period model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 35-43, March.
    6. Florenzano, Monique & Gourdel, Pascal, 1993. "Incomplete markets in infinite horizon : debt constraints versus node prices," CEPREMAP Working Papers (Couverture Orange) 9329, CEPREMAP.
    7. repec:dau:papers:123456789/6894 is not listed on IDEAS
    8. V.F. Martins-da-Rocha & L. Triki, 2005. "Equilibria in exchange economies with financial constraints: Beyond the Cass Trick," Microeconomics 0503013, University Library of Munich, Germany.
    9. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742, Elsevier.

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