JEL classification

Journal of Economic Literature Classification (10696) D - Microeconomics (2307) D5 - General Equilibrium and Disequilibrium (101) D52 - Incomplete Markets (43)
Number of items at this level: 43.
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  • Algan, Yann, Allais, Olivier, Den Haan, Wouter J., Rendahl, Pontus (2013). Solving and simulating models with heterogeneous agents and aggregate uncertainty. In Schmedders, Karl, Judd, Kenneth L. (Eds.), Handbook of Computational Economics Vol. 3 (pp. 277-324). Elsevier (Firm). https://doi.org/10.1016/B978-0-444-52980-0.00006-2
  • Appa, Gautam, Magos, D., Mourtos, Ioannis, Janssen, Jeannette (2006). On the Orthogonal Latin Square polytope. Discrete Mathematics, 306(2), 171-187. https://doi.org/10.1016/j.disc.2005.10.020
  • Chabakauri, Georgy (2013). Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26(12), 3104-3141. https://doi.org/10.1093/rfs/hht030
  • Duffie, Darrell, Rahi, Rohit (1995). Financial market innovation and security design: an introduction. Journal of Economic Theory, 65(1), 1-42. https://doi.org/10.1006/jeth.1995.1001
  • Gottardi, Piero, Rahi, Rohit (2013). Risk sharing and retrading in incomplete markets. Economic Theory, 54(2), 287-304. https://doi.org/10.1007/s00199-012-0717-z
  • Hilscher, Jens, Raviv, Alon, Reis, Ricardo (2022). How likely is an inflation disaster? (CEPR Press Discussion Paper 17224). Centre for Economic Policy Research (Great Britain).
  • Kübler, Felix, Scheidegger, Simon (2025). Self-justified equilibria: existence and computation. Journal of the European Economic Association, https://doi.org/10.1093/jeea/jvaf062
  • Rahi, Rohit (1995). Optimal incomplete markets with asymmetric information. Journal of Economic Theory, 65(1), 171-197. https://doi.org/10.1006/jeth.1995.1006
  • Rahi, Rohit (1995). Partially revealing rational expectations equilibria with nominal assets. Journal of Mathematical Economics, 24(2), 137-146. https://doi.org/10.1016/0304-4068(94)00679-5
  • Rahi, Rohit, Gottardi, Piero (2012). Risk-sharing and retrading in incomplete markets.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2009). Strategic financial innovation in segmented markets. Review of Financial Studies, 22(8), 2941-2971. https://doi.org/10.1093/rfs/hhn061
  • Reis, Ricardo (2021). The constraint on public debt when r < g but g < m. (CEPR Press Discussion Paper 15950). Centre for Economic Policy Research (Great Britain).
  • Reis, Ricardo (2021). The constraint on public debt when r < g but g < m. (BIS Working Papers 939). Bank for International Settlements.
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  • Chabakauri, Georgy (2010). Asset pricing with heterogeneous investors and portfolio constraints. (Working paper series). London School of Economics and Political Science.
  • Chabakauri, Georgy (2012). Asset pricing with heterogeneous investors and portfolio constraints. (Financial Markets Group Discussion Papers 707). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Han, Brandon (2017). Collateral constraints and asset prices. (Financial Markets Group Discussion Papers 776). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Rytchkov, Oleg (2014). Asset pricing with index investing. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy, Rytchkov, Oleg (2020). Asset pricing with index investing. (Financial Markets Group Discussion Papers 806). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2015). Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75, 21-34. https://doi.org/10.1016/j.jmoneco.2014.11.012
  • Chabakauri, Georgy, Rytchkov, Oleg (2021). Asset pricing with index investing. Journal of Financial Economics, 141(1), 195 - 216. https://doi.org/10.1016/j.jfineco.2020.06.023 picture_as_pdf
  • Chabakauri, Georgy, Yueyang Han, Brandon (2020). Collateral constraints and asset prices. Journal of Financial Economics, 138(3), 754 - 776. https://doi.org/10.1016/j.jfineco.2020.06.012 picture_as_pdf
  • Cozzi, Marco, Fella, Giulio (2016). Job displacement risk and severance pay. (CFM discussion paper series CFM-DP2016-15). Centre For Macroeconomics.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility. (Financial Markets Group Discussion Papers 492). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Sunirand, Pojanart, Tsomocos, Dimitrios P. (2004). A model to analyse financial fragility: applications. (Financial Markets Group Discussion Papers 482). Financial Markets Group, The London School of Economics and Political Science.
  • Goodhart, Charles, Tsomocos, Dimitri, Vardoulakis, Alexandros (2010). Modelling a housing and mortgage crisis. (Financial Markets Group Discussion Papers 649). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gottardi, Piero, Rahi, Rohit (2001). Efficiency properties of rational expectations equilibria with asymmetric information. (Financial Markets Group Discussion Papers 381). Financial Markets Group, The London School of Economics and Political Science.
  • Gottardi, Piero, Rahi, Rohit (2007). Value of information in competitive economies with incomplete markets. (Financial Markets Group Discussion Papers 596). Financial Markets Group, The London School of Economics and Political Science.
  • Gottardi, Piero, Rahi, Rohit (2010). Value of information in competitive economies with incomplete markets. (Financial Markets Group Discussion Papers 658). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2017). The dynamics of financially constrained arbitrage. (Financial Markets Group Discussion Papers 771). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Gromb, Denis, Vayanos, Dimitri (2015). The dynamics of financially constrained arbitrage. (Systemic Risk Centre Discussion Papers 32). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Prigent, Jean-Luc, Renault, Olivier, Scaillet, Olivier (2000). An auto-regressive conditional binomial option pricing model. (Financial Markets Group Discussion Papers 364). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2006-04-06 - 2006-04-08) Arbitrage networks [Paper]. Decentralization Conference, Paris, France, FRA.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2008). Arbitrage networks. Rohit Rahi and Jean-Pierre Zigrand.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2009). Endogenous liquidity and contagion. (Financial Markets Group Discussion Papers 637). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2020). Market fragmentation and contagion. (Systemic Risk Centre Discussion Papers 102). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Rahi, Rohit, Zigrand, Jean-Pierre (2013). Market quality and contagion in fragmented markets. (Systemic Risk Centre Discussion Papers 2). Systemic Risk Centre, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). Strategic financial innovation in segmented markets. (Financial Markets Group Discussion Papers 595). Financial Markets Group, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2013). Walrasian foundations for equilibria in segmented markets. (Systemic Risk Centre Discussion Papers 6). Systemic Risk Centre, The London School of Economics and Political Science.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2007). A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand.
  • Rahi, Rohit, Zigrand, Jean-Pierre (2014). Walrasian foundations for equilibria in segmented markets. Mathematics and Financial Economics, 8(3), 249 - 264. https://doi.org/10.1007/s11579-014-0114-4
  • Soner, H. Mete, Cetin, Umut, Touzi, Nizar (2010). Option hedging for small investors under liquidity costs. Finance and Stochastics, 14(3), 317-341. https://doi.org/10.1007/s00780-009-0116-x
  • Tsomocos, Dimitrios P. (2003). Equilibrium analysis, banking, contagion and financial fragility. (Financial Markets Group Discussion Papers 450). Financial Markets Group, The London School of Economics and Political Science.
  • Zigrand, Jean-Pierre (1999). Arbitrage and endogenous market integration. (Financial Markets Group Discussion Papers 319). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf