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A market game for assets and taxed investors

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  • Bernard de Meyer

    (CERMSEM - CEntre de Recherche en Mathématiques, Statistique et Économie Mathématique - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • Jean-Marc Bottazzi

Abstract

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Suggested Citation

  • Bernard de Meyer & Jean-Marc Bottazzi, 2003. "A market game for assets and taxed investors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00259739, HAL.
    • Handle: RePEc:hal:cesptp:hal-00259739
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    References listed on IDEAS

    as
    1. Duffie, Darrell, 1996. "Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
    2. Dammon, Robert M & Green, Richard C, 1987. "Tax Arbitrage and the Existence of Equilibrium Prices for Financial Assets," Journal of Finance, American Finance Association, vol. 42(5), pages 1143-1166, December.
    3. Mertens, J. F., 2003. "The limit-price mechanism," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 433-528, July.
    4. Eaves, B. Curtis, 1976. "A finite algorithm for the linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 197-203, July.
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    Cited by:

    1. Bacchiega, Emanuele, 2013. "A note on the effects of market power distribution in Cordella and Gabszewicz's Ricardian model," Research in Economics, Elsevier, vol. 67(2), pages 111-116.
    2. Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 727-741, November.
    3. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
    4. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    5. M. Florig, 2004. "Equilibrium Correspondence of Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 97-109, January.

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