1. GENERAL EQUILIBRIUM DYNAMICS FOR INCOMPLETE MARKETS: NUMERICAL EXAMPLES. (2024). Arajo, Alosio ; Raad, Rodrigo Jardim.
   In: Textos para Discussão Cedeplar-UFMG.
   RePEc:cdp:texdis:td677.

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2. Economics-Inspired Neural Networks with Stabilizing Homotopies. (2023). Vzemlivcka, Jan ; Azinovic, Marlon.
   In: Papers.
   RePEc:arx:papers:2303.14802.

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3. Determination of general equilibrium with incomplete markets and default penalties. (2021). Dang, Chuangyin ; Zhan, Yang.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

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4. A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dong Chul.
   In: Computational Economics.
   RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

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5. Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M.
   In: European Economic Review.
   RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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6. Computing equilibria in finance economies with incomplete markets and transaction costs. (2016). Schmedders, K ; Herings, P. J. J., .
   In: Research Memorandum.
   RePEc:unm:umamet:2000034.

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7. Impact of Pension System Structure on International Financial Capital Allocation. (2016). Staveley-O'Carroll, James.
   In: Working Papers.
   RePEc:hcx:wpaper:1601.

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8. A simple method for computing equilibria when asset markets are incomplete. (2015). Ma, Wei.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:52:y:2015:i:c:p:32-38.

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9. A Simple Method for Computing Equilibria when Asset Markets Are Incomplete. (2014). Ma, Wei.
   In: Working Papers.
   RePEc:pre:wpaper:201478.

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10. Computing equilibria in economies with incomplete markets, collateral and default penalties. (2013). Schommer, Susan .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:206:y:2013:i:1:p:367-383:10.1007/s10479-012-1276-1.

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11. A Users Guide to Solving Dynamic Stochastic Games Using the Homotopy Method. (2010). Borkovsky, Ron N ; Kryukov, Yaroslav ; Doraszelski, Ulrich.
    In: Operations Research.
    RePEc:inm:oropre:v:58:y:2010:i:4-part-2:p:1116-1132.

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12. A Users Guide to Solving Dynamic Stochastic Games Using the Homotopy Method. (2008). Borkovsky, Ron N. ; Kryukov, Yaroslav ; Doraszelski, Ulrich.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6733.

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13. Learning-by-Doing, Organizational Forgetting, and Industry Dynamics. (2008). Besanko, David ; Kryukov, Yaroslav ; Doraszelski, Ulrich ; Satterthwaite, Mark .
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:1252685262.

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14. Learning-by-Doing, Organizational Forgetting and Industry Dynamics. (2007). Besanko, David ; Satterthwaite, Mark ; Kryukov, Yaroslav ; Doraszelski, Ulrich.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6160.

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15. A Users Guide to Solving Dynamic Stochastic Games Using the Homotopy Method. (2007). Borkovsky, Ron N. ; Kryukov, Yaroslav ; Doraszelski, Ulrich.
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:860735799.

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16. Learning-by-Doing, Organizational Forgetting, and Industry Dynamics. (2007). Besanko, David ; Satterthwaite, Mark ; Kryukov, Yaroslav ; Doraszelski, Ulrich.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000903.

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17. An interior point algorithm for computing equilibria in economies with incomplete asset markets. (2004). Esteban-Bravo, Mercedes.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb046023.

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18. Computing Equilibria in Finance Economies. (2002). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2002010.

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19. Computing Equilibria in Finance Economies. (2002). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:27:y:2002:i:4:p:637-646.

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20. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs. (2001). Schmedders, Karl ; Herings, P. Jean-Jacques.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1318.

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21. Asymptotic Methods for Asset Market Equilibrium Analysis. (2001). Judd, Kenneth ; Guu, Sy-Ming.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8135.

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22. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs. (2000). Schmedders, Karl ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000049.

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23. The Robustness of CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000035.

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24. Computing Equilibria in Finance Economies. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000010.

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25. Computing equilibria in infinite-horizon finance economies: The case of one asset. (2000). Schmedders, Karl ; Kubler, Felix ; Judd, Kenneth.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:1047-1078.

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26. The Robustness of the CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0400.

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27. Existence and computation of a GEI equilibrium. (2000). Esteban-Bravo, Mercedes.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:10008.

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28. The Robustness of the CAPM - A Computational Approach. (1999). Herings, P. Jean-Jacques ; Kubler, F ; Herings, P. J. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:06a4e5b2-f380-4d5b-a96f-82be861692ba.

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29. The Robustness of the CAPM - A Computational Approach. (1999). Kubler, Felix ; Herings, P. Jean-Jacques ; Herings, P. J. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:06a4e5b2-f380-4d5b-a96f-82be861692ba.

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30. General equilibrium models and homotopy methods. (1999). Schmedders, Karl ; Eaves, Curtis B..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1249-1279.

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1. Determination of general equilibrium with incomplete markets and default penalties. (2021). Dang, Chuangyin ; Zhan, Yang.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

   Full description at Econpapers || Download paper

2. A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dong Chul.
   In: Computational Economics.
   RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

   Full description at Econpapers || Download paper

3. Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian. (2019). , Roger ; Jofre, Alejandro ; Deride, Julio.
   In: Computational Economics.
   RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9733-1.

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4. General economic equilibrium with financial markets and retainability. (2017). , ; Jofre, A ; Rockafellar, R T.
   In: Economic Theory.
   RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1031-y.

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5. News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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6. Computing equilibria in finance economies with incomplete markets and transaction costs. (2016). Schmedders, K ; Herings, P. J. J., .
   In: Research Memorandum.
   RePEc:unm:umamet:2000034.

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7. A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path. (2015). Ma, Wei.
   In: Computational Economics.
   RePEc:kap:compec:v:45:y:2015:i:1:p:1-30.

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8. A simple method for computing equilibria when asset markets are incomplete. (2015). Ma, Wei.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:52:y:2015:i:c:p:32-38.

   Full description at Econpapers || Download paper

9. Computing equilibria in economies with incomplete markets, collateral and default penalties. (2013). Schommer, Susan .
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:206:y:2013:i:1:p:367-383:10.1007/s10479-012-1276-1.

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10. The Optimal Price of Default. (2013). Dang, Chuangyin ; Ma, Wei.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:1:ma:dang.

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11. Failure of the index theorem in an incomplete market economy. (2012). Momi, Takeshi.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:6:p:437-444.

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12. Competitive equilibria in semi-algebraic economies. (2010). Schmedders, Karl ; Kubler, Felix.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:1:p:301-330.

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13. A note on parental and child risk valuation. (2007). Nastis, Stefanos ; Crocker, Thomas .
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:38:y:2007:i:1:p:119-134.

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14. Variational Inequalities and Economic Equilibrium. (2007). , Roger ; Jofre, Alejandro ; Rockafellar, Terry R.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:32:y:2007:i:1:p:32-50.

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15. Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets. (2007). Raimondo, Roberto C ; Anderson, Robert M.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt0zq6v5gd.

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16. On the orientability of the asset equilibrium manifold. (2006). Bich, Philippe.
    In: Post-Print.
    RePEc:hal:journl:halshs-00287677.

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17. On the orientability of the asset equilibrium manifold. (2006). bich, philippe.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:4-5:p:452-470.

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18. On the orientability of the asset equilibrium manifold. (2006). Bich, Philippe.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6111.

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19. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Post-Print.
    RePEc:hal:journl:halshs-00287685.

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20. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00287685.

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21. On the existence of approximated equilibria in discontinuous economies. (2005). bich, philippe.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:4-5:p:463-481.

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22. On the existence of approximated equilibria in discontinuous economies. (2005). Bich, Philippe.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6191.

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23. An interior point algorithm for computing equilibria in economies with incomplete asset markets. (2004). Esteban-Bravo, Mercedes.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb046023.

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24. The index theorem for a GEI economy when the degree of incompleteness is even. (2003). Momi, Takeshi.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:39:y:2003:i:3-4:p:273-297.

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25. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-11.

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26. Computing Equilibria in Finance Economies. (2002). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2002010.

    Full description at Econpapers || Download paper

27. Computing Equilibria in Finance Economies. (2002). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:27:y:2002:i:4:p:637-646.

    Full description at Econpapers || Download paper

28. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs. (2001). Schmedders, Karl ; Herings, P. Jean-Jacques.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1318.

    Full description at Econpapers || Download paper

29. Asymptotic Methods for Asset Market Equilibrium Analysis. (2001). Judd, Kenneth ; Guu, Sy-Ming.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8135.

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30. Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets. (2001). He, Hua ; Cuoco, Domenico .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2001:v:2:i:2:p:265-296.

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31. Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs. (2000). Schmedders, Karl ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000049.

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32. The Robustness of CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000035.

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33. Computing Equilibria in Finance Economies. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Research Memorandum.
    RePEc:unm:umamet:2000010.

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34. The Robustness of the CAPM-A Computational Approach. (2000). Kubler, Felix ; Herings, P. Jean-Jacques.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0400.

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35. Existence and computation of a GEI equilibrium. (2000). Esteban-Bravo, Mercedes.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:10008.

    Full description at Econpapers || Download paper

36. The Robustness of the CAPM - A Computational Approach. (1999). Herings, P. Jean-Jacques ; Kubler, F ; Herings, P. J. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:06a4e5b2-f380-4d5b-a96f-82be861692ba.

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37. The Robustness of the CAPM - A Computational Approach. (1999). Kubler, Felix ; Herings, P. Jean-Jacques ; Herings, P. J. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:06a4e5b2-f380-4d5b-a96f-82be861692ba.

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38. General equilibrium models and homotopy methods. (1999). Schmedders, Karl ; Eaves, Curtis B..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1249-1279.

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39. Computing equilibria in the general equilibrium model with incomplete asset markets. (1998). Schmedders, Karl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1375-1401.

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