Arbitrage, duality and asset equilibria (Q1590381): Difference between revisions

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+Portfolio dominance and optimality in infinite security markets
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+General equilibrium in asset markets with or without short-selling
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+On the different notions of arbitrage and existence of equilibrium
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+A note on the Gale-Nikaido-Debreu lemma and the existence of general equilibrium
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+Arbitrage and asset prices
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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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+Arbitrage and the Existence of Competitive Equilibrium
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