On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Year of publication: |
September 2017
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Authors: | Jarrow, Robert A. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 4, p. 455-477
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Subject: | Existence of equilibrium | Stochastic economies | Bubbles | Heterogeneous beliefs | Incomplete markets | Unvollkommener Markt | Incomplete market | Gleichgewichtstheorie | Equilibrium theory | Spekulationsblase | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Allgemeines Gleichgewicht | General equilibrium | CAPM | Gleichgewichtsmodell | Equilibrium model | Marktmechanismus | Market mechanism |
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