Arbitrage and asset prices (Q1278560): Difference between revisions

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+Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
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+Extremum problems in the presence of restrictions
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+Temporary General Equilibrium Theory
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+Q4166486
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+Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
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+A satisfactory treatment of equality and operator constraints in the Dubovitskii-Milyutin optimization formalism
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+Overlapping expectations and Hart's conditions for equilibrium in a securities model
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+Existence of equilibrium with incomplete markets
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+Characterisation of generically complete real asset structures
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+Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
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+Arbitrage, equilibrium, and gains from trade: A counterexample
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+Arbitrage and global cones: another counterexample
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+Asset Market Equilibrium with Short-Selling
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+Arbitrage and asset prices
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+On equilibrium in Hart's securities exchange model
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+The partnered core of an economy and the partnered competitive equilibrium
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+Q4546329
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+A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
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+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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+Q5638112
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+Q3679784
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+Arbitrage and the Existence of Competitive Equilibrium
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