Equilibrium theory in infinite dimensional spaces

Citations

Cited by:

1. van der Laan, Gerard & Withagen, Cees, 2003. "Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 423-444, January.
2. 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.
   • Laura Angeloni & Bernard Cornet, 2006. "Existence of financial equilibria in a multiperiod stochastic economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00287671, HAL.
   • Laura Angeloni & Bernard Cornet, 2006. "Existence of financial equilibria in a multiperiod stochastic economy," Post-Print hal-00287671, HAL.
3. 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.
4. Cuong Van & Raouf Boucekkine & Cagri Saglam, 2007. "Optimal Control in Infinite Horizon Problems: A Sobolev Space Approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 497-509, September.
   • LE VAN, Cuong & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2004. "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Discussion Papers CORE 2004089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007. "Optimal control in infinite horizon problems: a Sobolev spaces approach," Post-Print halshs-00101140, HAL.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007. "Optimal control in infinite horizon problems: a Sobolev spaces approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101140, HAL.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005. "Optimal control in infinite horizon problems: a Sobolev space approach," Post-Print halshs-00197546, HAL.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005. "Optimal control in infinite horizon problems: a Sobolev space approach," Cahiers de la Maison des Sciences Economiques b05094, Université Panthéon-Sorbonne (Paris 1).
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005. "Optimal control in infinite horizon problems: a Sobolev space approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00197546, HAL.
   • LE VAN, CUONG & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2007. "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Reprints CORE 1956, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
5. 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.
6. Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.
   • Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
7. Fuentes, Matías N., 2011. "Existence of equilibria in economies with externalities and non-convexities in an infinite-dimensional commodity space," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 768-776.
8. 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.
9. Gianluca Cassese, 2021. "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
   • Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
   • Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
10. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
11. Lidia Huerga & Baasansuren Jadamba & Miguel Sama, 2019. "An Extension of the Kaliszewski Cone to Non-polyhedral Pointed Cones in Infinite-Dimensional Spaces," Journal of Optimization Theory and Applications, Springer, vol. 181(2), pages 437-455, May.
12. 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.
13. Bhowmik, Anuj, 2022. "On The Core Of An Economy With Arbitrary Consumption Sets And Asymmetric Information," MPRA Paper 115795, University Library of Munich, Germany.
14. 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.
15. 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.
16. 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.
17. Cuong Le Van & Manh Hung Nguyen, 2005. "Existence of competitive equilibrium in a single-sector growth model with heterogeneous agents and endogenous leisure," Cahiers de la Maison des Sciences Economiques b05092, Université Panthéon-Sorbonne (Paris 1).
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    • Cuong Le Van & Manh-Hung Nguyen, 2005. "Existence of competitive equilibrium in a single-sector growth model with heterogeneous agents and endogenous leisure," Post-Print halshs-00197533, HAL.
18. Hervés-Beloso, Carlos & Moreno-Garci­a, Emma, 2008. "Competitive equilibria and the grand coalition," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 697-706, July.
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    • Accinelli, Elvio & Covarrubias, Enrique, 2013. "An extension of the Sard-Smale Theorem to domains with an empty interior," MPRA Paper 47404, University Library of Munich, Germany.
20. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, University Library of Munich, Germany.
21. 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.
22. Covarrubias Enrique, 2010. "Regular Infinite Economies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-21, July.
    • Enrique Covarrubias, 2007. "Regular Infinite Economies," Levine's Working Paper Archive 843644000000000034, David K. Levine.
    • Covarrubias, Enrique, 2008. "Determinacy of equilibria of smooth infinite economies," MPRA Paper 9437, University Library of Munich, Germany.
23. Gordan Zitkovic, 2007. "Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints," Papers 0706.0462, arXiv.org.
24. Bastianello, Lorenzo, 2017. "A topological approach to delay aversion," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 1-12.
25. Herves-Beloso, Carlos & Moreno-Garcia, Emma & Nunez-Sanz, Carmelo & Rui Pascoa, Mario, 2000. "Blocking Efficacy of Small Coalitions in Myopic Economies," Journal of Economic Theory, Elsevier, vol. 93(1), pages 72-86, July.
26. Belen Jerez, 2005. "Incentive Compatibility and Pricing under Moral Hazard," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 28-47, January.
27. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
28. Covarrubias Enrique, 2010. "Regular Infinite Economies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-21, July.
    • Enrique Covarrubias, 2007. "Regular Infinite Economies," Levine's Working Paper Archive 843644000000000034, David K. Levine.
    • Covarrubias Enrique, 2010. "Regular Infinite Economies," Working Papers 2010-03, Banco de México.
29. Manh-Hung Nguyen & San Nguyen Van, 2005. "The Lagrange multipliers and existence of competitive equilibrium in an intertemporal model with endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194723, HAL.
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    • Nguyen Manh Hung & San Nguyen Van, 2005. "The Lagrange multipliers and existence of competitive equilibrium in an intertemporal model with endogenous leisure," Cahiers de la Maison des Sciences Economiques b05041, Université Panthéon-Sorbonne (Paris 1).
30. Rose-Anne Dana & Cuong Le Van, 2008. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Documents de travail du Centre d'Economie de la Sorbonne b08039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
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43. Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.
44. Rose-Anne Dana, 2011. "Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities," Post-Print hal-00655172, HAL.
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