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Handbook of Mathematical Economics
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Cited by:
- Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009.
"Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets,"
Papers
0903.3657, arXiv.org.
- L. Boukas & Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets," CEMAPRE Working Papers 1103, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
- Jacques Drèze & Enrico Minelli & Mario Tirelli, 2008.
"Production and financial policies under asymmetric information,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(2), pages 217-231, May.
- DRÈZE, Jacques & MINELLI, Enrico & TIRELLI, Mario, 2004. "Production and financial policies under asymmetric information," LIDAM Discussion Papers CORE 2004027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- J.H. Dreze & E. Minelli & M. Tirelli, 2006. "Production and Financial Policies under Asymmetric Information," Working Papers ubs0608, University of Brescia, Department of Economics.
- Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2014.
"Insider trading with product differentiation,"
Journal of Economics, Springer, vol. 111(2), pages 173-201, March.
- Wassim Daher & Harun Aydilek & Fida Karam & Asiye Adydilek, 2012. "Insider trading with product differentiation," Documents de travail du Centre d'Economie de la Sorbonne 12014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Post-Print halshs-00676502, HAL.
- Wassim Daher & Harun Aydilek & Fida Karam & Asiye Aydilek, 2012. "Insider Trading With Product Differentiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00676502, HAL.
- P. Herings & Karl Schmedders, 2006.
"Computing equilibria in finance economies with incomplete markets and transaction costs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 493-512, April.
- Herings, P.J.J. & Schmedders, K., 2000. "Computing equilibria in finance economies with incomplete markets and transaction costs," Research Memorandum 034, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- P. Jean-Jacques Herings & Karl Schmedders, 2001. "Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs," Discussion Papers 1318, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kiminori Matsuyama, 1993.
"Modelling Complementarity in Monopolistic Competition,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(1), pages 87-108, July.
- Kiminori Matsuyama, 1993. "Modeling Complementarity in Monopolistic Competition," Discussion Papers 1028, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kiminori Matsuyama, 1993. "Modelling complementarity in monopolistic competition," Discussion Paper / Institute for Empirical Macroeconomics 81, Federal Reserve Bank of Minneapolis.
- Matsuyama, K., 1993. "Modelling Complementary in Monopolistic Competition," Papers 534, Stockholm - International Economic Studies.
- 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.
- Pascal Gauthier & Timothy J. Kehoe & Erwan Quintin, 2022.
"Constructing pure-exchange economies with many equilibria,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 541-564, April.
- Pascal Gauthier & Timothy J. Kehoe & Erwan Quintin, 2021. "Constructing Pure-Exchange Economies with Many Equilibria," Staff Report 631, Federal Reserve Bank of Minneapolis.
- Peter J. Hammond & Yeneng Sun, 2003.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 743-766, March.
- Peter Hammond & Yeneng Sun, 2001. "Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case," Working Papers 01015, Stanford University, Department of Economics.
- 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.
- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2016.
"Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences,"
Mathematics of Operations Research, INFORMS, vol. 41(1), pages 174-195, February.
- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Egbert Dierker & Hildegard Dierker, 2010. "Drèze equilibria and welfare maxima," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 55-63, October.
- Bernard Cornet & Ramu Gopalan, 2010.
"Arbitrage and equilibrium with portfolio constraints,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
- Evans, George W. & Honkapohja, Seppo, 2003.
"Existence of adaptively stable sunspot equilibria near an indeterminate steady state,"
Journal of Economic Theory, Elsevier, vol. 111(1), pages 125-134, July.
- George W. Evans & Seppo Honkapohja, 2001. "Existence of Adaptively Stable Sunspot Equilibria Near an Indeterminate Steady State," CESifo Working Paper Series 478, CESifo.
- George W. Evans & Seppo Honkapohja, 2002. "Existence of Adaptively Stable Sunspot Equilibria near an Indeterminate Steady State," University of Oregon Economics Department Working Papers 2002-9, University of Oregon Economics Department, revised 06 Apr 2002.
- Frederik Herzberg, 2013. "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, vol. 9(3), pages 543-572, August.
- Keyzer, Michiel & Boussard, Jean-Marc, 2002.
"Réflexions à propos du Handbook of Agricultural Economics,"
Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 65.
- Michiel Keyzer & Jean-Marc Boussard, 2002. "Réflexions à propos du Handbook of Agricultural Economics," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 65, pages 37-64.
- Michiel Keyzer & Jean-Marc Boussard, 2002. "Réflexions à propos du Handbook of Agricultural Economics," Post-Print hal-01201031, HAL.
- Mario Tirelli, 2003.
"Income taxation when markets are incomplete,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 26(2), pages 97-128, November.
- Tirelli, Mario, 2002. "Income Taxation when Markets are Incomplete," MPRA Paper 746, University Library of Munich, Germany.
- Jean-Marc Tallon & Alain Chateauneuf, 2002.
"Diversification, convex preferences and non-empty core in the Choquet expected utility model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 509-523.
- Tallon, J.-M. & Chateauneuf, A., 1998. "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications 98.32, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.
- Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
- Jean-Marc Tallon, 1995.
"Théorie de l'équilibre général avec marchés financiers incomplets,"
Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
- Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Post-Print halshs-00502526, HAL.
- BEHRENS, Kristian, 2003.
"Trade is not necessary for agglomeration to arise,"
LEG - Document de travail - Economie
2003-07, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
- Kristian Behrens, 2003. "Trade is not necessary for agglomeration to arise," Working Papers hal-01526534, HAL.
- Achille Basile & Maria Gabriella Graziano & Ciro Tarantino, 2018.
"Coalitional fairness with participation rates,"
Journal of Economics, Springer, vol. 123(2), pages 97-139, March.
- Achille Basile & Maria Gabriella Graziano & Ciro Tarantino, 2016. "Coalitional Fairness with Participation Rates," CSEF Working Papers 442, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- M. Ali Khan, 2007.
"Perfect Competition,"
PIDE-Working Papers
2007:15, Pakistan Institute of Development Economics.
- M Ali Khan, 2007. "Perfect Competition," Microeconomics Working Papers 22207, East Asian Bureau of Economic Research.
- Khan, M. Ali Khan, 2007. "Perfect Competition," MPRA Paper 2202, University Library of Munich, Germany.
- Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000.
"Optimal risk-sharing rules and equilibria with Choquet-expected-utility,"
Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00451997, HAL.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
- Konrad Podczeck, 2010. "On existence of rich Fubini extensions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 1-22, October.
- De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
- repec:cte:wbrepe:wb046023 is not listed on IDEAS
- repec:dau:papers:123456789/5461 is not listed on IDEAS
- Alexander Zimper, 2007. "Strategic games with security and potential level players," Theory and Decision, Springer, vol. 63(1), pages 53-78, August.
- Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
- Thorsten Hens & Beate Pilgrim, 2004. "Sunspot equilibria and the transfer paradox," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 583-602, October.
- Momi, Takeshi, 2003. "The index theorem for a GEI economy when the degree of incompleteness is even," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 273-297, June.
- Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.
- Charalambos Aliprantis & Rabee Tourky, 2009.
"Equilibria in incomplete assets economies with infinite dimensional spot markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 221-262, February.
- Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
- Brock,W.A. & Hommes,C.H., 2002. "Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts," Working papers 3, Wisconsin Madison - Social Systems.
- Tirelli, Mario, 2008.
"Constrained inefficiency in GEI: A geometric argument,"
Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
- Mario Tirelli, 2008. "Constrained inefficiency in GEI: a geometric argument," Departmental Working Papers of Economics - University 'Roma Tre' 0086, Department of Economics - University Roma Tre.
- Madjid Eshaghi Gordji & Gholamreza Askari, 2018. "Hyper-rational choice theory," Papers 1801.10520, arXiv.org, revised Feb 2018.
- Gholamreza Askari & Madjid Eshaghi Gordji & Choonkil Park, 2019. "The behavioral model and game theory," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-8, December.
- Ante Farm, 2017. "Pricing and price competition in consumer markets," Journal of Economics, Springer, vol. 120(2), pages 119-133, March.
- Lutz Arnold, 2013. "Existence of equilibrium in the Helpman–Krugman model of international trade with imperfect competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 237-270, January.
- Hens, Thorsten, 2001. "An extension of Mantel (1976) to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(2), pages 141-149, November.
- Berliant, Marcus & De, Sankar, 1998.
"On the revelation of private information in stock market economies,"
Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 241-256, September.
- Marcus Berliant and Sankar De., 1995. "On Revelation of Private Information in Stock Market Economies," Research Program in Finance Working Papers RPF-245, University of California at Berkeley.
- Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 131-145, October.
- Valeriy M. Marakulin, 2017. "Contracts and domination in incomplete markets: what is a true core?," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(1), pages 81-108, April.
- Buijink, W.F.J. & Janssen, J.B.P.E.C. & Schols, Y.J., 2000. "Evidence of the effect of domicile on corporate average effective tax rates in the European Union," Research Memorandum 049, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Lars Nielsen, 2007. "Dividends in the theory of derivative securities pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 447-471, June.
- Herings, P. Jean-Jacques, 1999.
"A note on 'stability of tatonnement processes of short period equilibria with rational expectations',"
Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 333-338, November.
- Herings, P.J.J., 1997. "A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"," Discussion Paper 1997-110, Tilburg University, Center for Economic Research.
- Herings, P.J.J., 1997. "A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"," Other publications TiSEM 8e50c921-f26f-4fbe-8e24-3, Tilburg University, School of Economics and Management.
- Takaki Hayashi & Yuta Koike, 2016. "Wavelet-based methods for high-frequency lead-lag analysis," Papers 1612.01232, arXiv.org, revised Nov 2018.
- Yves Balasko & Octavio Tourinho, 2014. "Factor proportionality in multiple households closed CGE models: theory and illustrations," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 119-136, October.
- Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August.
- Bodenstein, Martin, 2011.
"Closing large open economy models,"
Journal of International Economics, Elsevier, vol. 84(2), pages 160-177, July.
- Martin Bodenstein, 2006. "Closing Large Open Economy Models," International Finance Discussion Papers 867, Board of Governors of the Federal Reserve System (U.S.).
- A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017. "General economic equilibrium with financial markets and retainability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January.
- Magill, Michael & Quinzii, Martine, 2002. "Capital market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 149-190, September.
- Kawamura, Enrique, 2004.
"Investors's distrust and the marketing of new financial assets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 265-295, May.
- Enrique L. Kawamura, 2000. "Investor´s Distrust and the Marketing of New Financial Assets," Working Papers 23, Universidad de San Andres, Departamento de Economia, revised Apr 2004.
- Brock, W.A. & Hommes, C.H., 2001. "Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts," CeNDEF Working Papers 01-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.