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)
New Economics Papers: this item is included in nep-fmk and nep-hpe
Date: 2006-06-02
View list of references View citations in EconPapers

Downloads: (external link)
http://economics.sas.upenn.edu/system/files/06-010.pdf (application/pdf)

Related works:
Journal Article: Competitive equilibrium with incomplete financial markets (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:pen:papers:06-010

Access Statistics for this paper

More papers in PIER Working Paper Archive from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
Address: 3718 Locust Walk, Philadelphia, PA 19104
Contact information at EDIRC.
Series data maintained by Dolly Guarini ().