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Existence and Uniqueness of Equilibria When Preferences Are Additively Separable
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Cited by:
- Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010.
"On equilibrium prices in continuous time,"
Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
- Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 672, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011. "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers 397, Center for Mathematical Economics, Bielefeld University.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
- Covarrubias, Enrique, 2011.
"The equilibrium set of economies with a continuous consumption space,"
Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 137-142, March.
- Covarrubias Enrique, 2010. "The Equilibrium Set of Economies with a Continuous Consumption Space," Working Papers 2010-10, Banco de México.
- Covarrubias, Enrique, 2013.
"The number of equilibria of smooth infinite economies,"
Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 263-265.
- Covarrubias Enrique, 2011. "The Number of Equilibria of Smooth Infinite Economies," Working Papers 2011-02, Banco de México.
- Knut K. Aase, 2022.
"Optimal Risk Sharing in Society,"
Mathematics, MDPI, vol. 10(1), pages 1-31, January.
- Aase, Knut K., 2021. "Optimal Risk Sharing in Society," Discussion Papers 2021/10, Norwegian School of Economics, Department of Business and Management Science.
- Koch-Medina, Pablo & Wenzelburger, Jan, 2018. "Equilibria in the CAPM with non-tradeable endowments," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 93-107.
- Riedel, Frank & Herzberg, Frederik, 2013.
"Existence of financial equilibria in continuous time with potentially complete markets,"
Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
- Frederik Herzberg & Frank Riedel, 2012. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers 1207.2010, arXiv.org.
- Riedel, Frank & Herzberg, Frederik, 2017. "Existence of financial equilibria in continuous time with potentially complete markets," Center for Mathematical Economics Working Papers 443, Center for Mathematical Economics, Bielefeld University.
- Boucekkine, Raouf & Nishimura, Kazuo & Venditti, Alain, 2015.
"Introduction to financial frictions and debt constraints,"
Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 271-275.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2015. "Introduction to financial frictions and debt constraints," Post-Print hal-01457335, HAL.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2015. "Introduction to Financial Frictions and Debt Constraints," AMSE Working Papers 1825, Aix-Marseille School of Economics, France.
- Dana, Rose-Anne, 1999. "Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 167-175, October.
- repec:dau:papers:123456789/5374 is not listed on IDEAS
- Stefano Lovo, 2000.
"Infinitely Lived Representative Agent Exchange Economy with Myopia,"
Working Papers
hal-00598167, HAL.
- LOVO, Stefano, 2000. "Infinitely lived representative agent exchange economy with myopia," LIDAM Discussion Papers CORE 2000028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Piero Gottardi & Felix Kubler, 2015.
"Dynamic Competitive Economies with Complete Markets and Collateral Constraints,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 1119-1153.
- Felix Kubler & Piero Gottardi, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," 2012 Meeting Papers 467, Society for Economic Dynamics.
- GOTTARDI, Piero & KUBLER, Felix, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers ECO2012/17, European University Institute.
- Jan Wenzelburger, 2010. "The two-fund separation theorem revisited," Annals of Finance, Springer, vol. 6(2), pages 221-239, March.
- Toda, Alexis Akira & Walsh, Kieran James, 2024.
"Recent advances on uniqueness of competitive equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 113(C).
- Alexis Akira Toda & Kieran James Walsh, 2024. "Recent Advances on Uniqueness of Competitive Equilibrium," Papers 2402.00998, arXiv.org.
- Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
- Sjur Didrik Flåm & Elmar G. Wolfstetter, 2015. "Liability Insurance and Choice of Cars: A Large Game Approach," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(6), pages 943-963, December.
- Aase, Knut K., 2010.
"Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate,"
ASTIN Bulletin, Cambridge University Press, vol. 40(2), pages 491-517, November.
- Aase, Knut K., 2008. "Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate," Discussion Papers 2008/13, Norwegian School of Economics, Department of Business and Management Science.
- Anderson, Robert M. & Raimondo, Roberto C., 2007. "Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets," Department of Economics, Working Paper Series qt0zq6v5gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Frank Riedel, 2003.
"Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 929-934, June.
- Riedel, Frank, 2001. "Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist," SFB 373 Discussion Papers 2001,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Araujo, Aloisio & da Silva, Pietro & Faro, José Heleno, 2016. "Ambiguity aversion in the long run: “To disagree, we must also agree”," Journal of Economic Theory, Elsevier, vol. 165(C), pages 242-256.
- Dana, R. A. & Le Van, C., 1996.
"Asset Equilibria in Lp spaces with complete markets: A duality approach,"
Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 263-280.
- Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
- Zimper, Alexander, 2023. "Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes," Mathematical Social Sciences, Elsevier, vol. 125(C), pages 27-41.
- Cres, Herve & Rossi, Isabelle, 2000. "Symmetry breakings in Malinvaud's model with individual risks," Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 239-269, March.
- Pierri Damian, 2024.
"Accuracy in Recursive Minimal State Space Methods,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 263-305, July.
- Damián Pierri & Julián Martínez, 2020. "Accuracy in Recursive Minimal State Space Methods," Working Papers 147, Universidad de San Andres, Departamento de Economia, revised Aug 2020.
- Pierri, Damian Rene, 2021. "Accuracy in recursive minimal state space methods," UC3M Working papers. Economics 33753, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2022. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Post-Print hal-03511570, HAL.
- Covarrubias, Enrique, 2013.
"The number of equilibria of smooth infinite economies,"
Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 263-265.
- Covarrubias, Enrique, 2008. "The number of equilibria of smooth infinite economies with separable utilities," MPRA Paper 11099, University Library of Munich, Germany.
- Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
- Riedel, Frank, 2001. "Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information," Journal of Economic Theory, Elsevier, vol. 97(1), pages 109-122, March.
- Gordan Zitkovic, 2007. "Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints," Papers 0706.0462, arXiv.org.
- Lovo, Stefano & Polemarchakis, Herakles, 2010.
"Myopia and monetary equilibria,"
Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 925-936, September.
- Stefano Lovo & Heracles M. Polemarchakis, 2010. "Myopia and monetary equilibria," Post-Print hal-00585956, HAL.
- Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
- Felix Kubler & Johannes Brumm, 2013. "Applying Negishi's method to stochastic models with overlapping generations," 2013 Meeting Papers 1352, Society for Economic Dynamics.
- Roman Muraviev, 2011. "Additive habits with power utility: Estimates, asymptotics and equilibrium," Papers 1108.2889, arXiv.org.
- Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2021. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Working Papers hal-02921220, HAL.
- V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
- Wenzelburger, Jan, 2008. "A Note on the Two-fund Separation Theorem," MPRA Paper 11014, University Library of Munich, Germany, revised 31 Sep 2008.
- Rose-Anne Dana, 2001. "original papers : Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable," Review of Economic Design, Springer;Society for Economic Design, vol. 6(2), pages 155-173.
- Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021. "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1217-1255, November.
- Bloise, Gaetano & Citanna, Alessandro, 2015. "Uniqueness of competitive equilibrium with solvency constraints under gross-substitution," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 287-295.
- Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2023. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Post-Print hal-02921220, HAL.