Sequentially complete markets remain incomplete

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 3
Pages: 445-447

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We show by means of an example that the result of Arrow [Arrow, K.J. (1953), Le rôle des valeurs boursières pour la répartition la meilleure des risques, Econométrie, 41-47, CNRS, Paris; translated as The role of securities in the optimal allocation of risk bearing, Review of Economic Studies, 31, 91-96] is problematic when there exist multiple equilibrium continuations to the initial-period component of an intertemporal equilibrium.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:3:p:445-447
Journal Field
General
Author Count
2
Added to Database
2026-01-25