Competitive Equilibrium with Incomplete Financial Markets

David Cass

PIER Working Paper Archive from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

Abstract: This is my classic paper, written in early 1984, concerning existence and optimality in general financial equilibrium with incomplete markets for nominal assets, just now being published in a special issue of the Journal of Mathematical Economics.

Keywords: financial equilibrium; incomplete markets; Cass trick (search for similar items in EconPapers)
JEL-codes: D52 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2006-06-02
New Economics Papers: this item is included in nep-fmk and nep-hpe
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (54)

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Related works:
Journal Article: Competitive equilibrium with incomplete financial markets (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:pen:papers:06-010

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