{"id":"https://openalex.org/W2590952967","doi":"https://doi.org/10.1007/s00780-018-0354-x","title":"Stability of Radner equilibria with respect to small frictions","display_name":"Stability of Radner equilibria with respect to small frictions","publication_year":2018,"publication_date":"2018-02-21","ids":{"openalex":"https://openalex.org/W2590952967","doi":"https://doi.org/10.1007/s00780-018-0354-x","mag":"2590952967"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-018-0354-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-018-0354-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005041681","display_name":"Martin Herdegen","orcid":"https://orcid.org/0000-0002-2092-7167"},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Martin Herdegen","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018432446","display_name":"Johannes Muhle\u2010Karbe","orcid":"https://orcid.org/0000-0002-9165-2244"},"institutions":[{"id":"https://openalex.org/I74973139","display_name":"Carnegie Mellon University","ror":"https://ror.org/05x2bcf33","country_code":"US","type":"education","lineage":["https://openalex.org/I74973139"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Johannes Muhle-Karbe","raw_affiliation_strings":["Department of Mathematical Sciences, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA, 15213, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA, 15213, USA","institution_ids":["https://openalex.org/I74973139"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5018432446"],"corresponding_institution_ids":["https://openalex.org/I74973139"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":6.8104,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.96334453,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"22","issue":"2","first_page":"443","last_page":"502"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.7048062086105347},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.6697990298271179},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6079230308532715},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.6027404069900513},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5444821119308472},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5318474769592285},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.5296437740325928},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"Risk aversion (psychology)","score":0.4940250515937805},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.430703341960907},{"id":"https://openalex.org/keywords/equilibrium-selection","display_name":"Equilibrium selection","score":0.42065492272377014},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.3958200216293335},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.29988130927085876},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.28194940090179443},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.22152087092399597},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2115858793258667},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.16685894131660461},{"id":"https://openalex.org/keywords/repeated-game","display_name":"Repeated game","score":0.12878909707069397},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.12177523970603943},{"id":"https://openalex.org/keywords/expected-utility-hypothesis","display_name":"Expected utility hypothesis","score":0.11532264947891235}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7048062086105347},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.6697990298271179},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6079230308532715},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.6027404069900513},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5444821119308472},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5318474769592285},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.5296437740325928},{"id":"https://openalex.org/C129915516","wikidata":"https://www.wikidata.org/wiki/Q17083550","display_name":"Risk aversion (psychology)","level":3,"score":0.4940250515937805},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.430703341960907},{"id":"https://openalex.org/C164407509","wikidata":"https://www.wikidata.org/wiki/Q5384490","display_name":"Equilibrium selection","level":4,"score":0.42065492272377014},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.3958200216293335},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.29988130927085876},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.28194940090179443},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.22152087092399597},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2115858793258667},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.16685894131660461},{"id":"https://openalex.org/C202556891","wikidata":"https://www.wikidata.org/wiki/Q1584646","display_name":"Repeated game","level":3,"score":0.12878909707069397},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.12177523970603943},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.11532264947891235},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-018-0354-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-018-0354-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:wrap.warwick.ac.uk:95492","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306400665","display_name":"Warwick Research Archive Portal (University of Warwick)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39555362","host_organization_name":"University of Warwick","host_organization_lineage":["https://openalex.org/I39555362"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"pmh:oai:RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0354-x","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00780-018-0354-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":72,"referenced_works":["https://openalex.org/W15754540","https://openalex.org/W31626434","https://openalex.org/W656882396","https://openalex.org/W1494290578","https://openalex.org/W1519525257","https://openalex.org/W1580148192","https://openalex.org/W1586483640","https://openalex.org/W1914758076","https://openalex.org/W1965476188","https://openalex.org/W1970429419","https://openalex.org/W1971845365","https://openalex.org/W1976352744","https://openalex.org/W1976551585","https://openalex.org/W1986378960","https://openalex.org/W1988270113","https://openalex.org/W1995522593","https://openalex.org/W1995848650","https://openalex.org/W1996450459","https://openalex.org/W1999121654","https://openalex.org/W2009076726","https://openalex.org/W2012524049","https://openalex.org/W2015146217","https://openalex.org/W2015345803","https://openalex.org/W2017170340","https://openalex.org/W2021355027","https://openalex.org/W2041823389","https://openalex.org/W2042775870","https://openalex.org/W2060714269","https://openalex.org/W2074524292","https://openalex.org/W2095913825","https://openalex.org/W2098612888","https://openalex.org/W2101564057","https://openalex.org/W2105832006","https://openalex.org/W2114971059","https://openalex.org/W2115580984","https://openalex.org/W2124153301","https://openalex.org/W2125067373","https://openalex.org/W2127141507","https://openalex.org/W2127541351","https://openalex.org/W2148986687","https://openalex.org/W2149286090","https://openalex.org/W2151683485","https://openalex.org/W2155515015","https://openalex.org/W2156345381","https://openalex.org/W2471741185","https://openalex.org/W2505257925","https://openalex.org/W2524019229","https://openalex.org/W2590374236","https://openalex.org/W2592800088","https://openalex.org/W2785876074","https://openalex.org/W2891257707","https://openalex.org/W2963332746","https://openalex.org/W3098099048","https://openalex.org/W3099673215","https://openalex.org/W3102304153","https://openalex.org/W3121497095","https://openalex.org/W3121743528","https://openalex.org/W3122043345","https://openalex.org/W3122224383","https://openalex.org/W3122645166","https://openalex.org/W3122649094","https://openalex.org/W3123091826","https://openalex.org/W3123594964","https://openalex.org/W3123718809","https://openalex.org/W3123781324","https://openalex.org/W3124521936","https://openalex.org/W3124619851","https://openalex.org/W3125566892","https://openalex.org/W3125712704","https://openalex.org/W3125973117","https://openalex.org/W4232885161","https://openalex.org/W4292027056"],"related_works":["https://openalex.org/W4234445916","https://openalex.org/W4253275321","https://openalex.org/W1536727859","https://openalex.org/W4247818724","https://openalex.org/W3124009333","https://openalex.org/W2417737453","https://openalex.org/W4200249462","https://openalex.org/W2486784793","https://openalex.org/W2895136339","https://openalex.org/W1999087529"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
