JEL classification

Journal of Economic Literature Classification (10805)

D - Microeconomics (2337)

D5 - General Equilibrium and Disequilibrium (101)

D52 - Incomplete Markets (43) Year LSE creators Item Type Departments File available

A

Algan, Yann, Allais, Olivier, Den Haan, Wouter J., Rendahl, Pontus (2013). Solving and simulating models with heterogeneous agents and aggregate uncertainty. In Schmedders, K. & Judd, K. 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

C

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 (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

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.

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

D

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

G

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 (2013). Risk sharing and retrading in incomplete markets. Economic Theory, 54(2), 287-304. https://doi.org/10.1007/s00199-012-0717-z

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

Rahi, Rohit, Gottardi, Piero (2012). Risk-sharing and retrading in incomplete markets.

H

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).

K

Kübler, Felix, Scheidegger, Simon (2026). Self-justified equilibria: existence and computation. Journal of the European Economic Association, https://doi.org/10.1093/jeea/jvaf062

P

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

R

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, 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 (2009). Strategic financial innovation in segmented markets. Review of Financial Studies, 22(8), 2941-2971. https://doi.org/10.1093/rfs/hhn061

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

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.

T

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.

Z

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