Complete and incomplete markets with short-sale constraints

B-Tier
Journal: Economic Theory
Year: 2003
Volume: 21
Issue: 1
Pages: 195-204

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper argues that the introduction of a short-sale constraint in the Arrow-Radner framework invalidates standard definitions of complete and incomplete markets. Two threshold values with familiar properties arise in this constrained set-up. If short sales are not allowed on some security, then financial markets will be incomplete in the standard sense. Beyond a particular level of the short-sale bound, financial markets are “complete”, since the short-sale constraint is not effective. For intermediate bounds the distinction between complete and incomplete financial markets is blurred. Although some technical definitions hold, agents can not fully transfer wealth among states. These intermediate cases, called “technically incomplete markets”, exhibit interesting welfare properties. For instance, the resulting equilibrium allocations may not be Pareto-dominated by those of the non-restricted complete markets equilibrium. Copyright Springer-Verlag Berlin Heidelberg 2003

Technical Details

RePEc Handle
repec:spr:joecth:v:21:y:2003:i:1:p:195-204
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25