EQUILIBRIUM IN INCOMPLETE MARKETS .2. GENERIC EXISTENCE IN STOCHASTIC ECONOMIES

被引:51
作者
DUFFIE, D [1 ]
SHAFER, W [1 ]
机构
[1] UNIV SO CALIF,LOS ANGELES,CA 90089
关键词
D O I
10.1016/0304-4068(86)90010-8
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:199 / 216
页数:18
相关论文
共 20 条
[1]   THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].
ARROW, KJ .
REVIEW OF ECONOMIC STUDIES, 1964, 31 :91-96
[2]   GRAPH OF WALRAS CORRESPONDENCE [J].
BALASKO, Y .
ECONOMETRICA, 1975, 43 (5-6) :907-912
[3]  
CASS D, 1985, CARESS8516 U PENNS W
[4]   ECONOMIES WITH A FINITE SET OF EQUILIBRIA [J].
DEBREU, G .
ECONOMETRICA, 1970, 38 (03) :387-&
[5]   CORRECTION [J].
DEBREU, G .
ECONOMETRICA, 1976, 44 (04) :831-832
[6]   SMOOTH PREFERENCES [J].
DEBREU, G .
ECONOMETRICA, 1972, 40 (04) :603-615
[7]   EQUILIBRIUM IN INCOMPLETE MARKETS .1. A BASIC MODEL OF GENERIC EXISTENCE [J].
DUFFIE, D .
JOURNAL OF MATHEMATICAL ECONOMICS, 1985, 14 (03) :285-300
[8]  
DUFFIE D, 1985, 813 STANF U GRAD SCH
[9]  
Guillemin V., 1974, DIFFERENTIAL TOPOLOG
[10]   MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS [J].
HARRISON, JM ;
KREPS, DM .
JOURNAL OF ECONOMIC THEORY, 1979, 20 (03) :381-408