OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951): Difference between revisions

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+The geometry of arbitrage and the existence of competitive equilibrium.
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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Arbitrage and Existence of Equilibrium in Infinite Asset Markets
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+On the optimal risk allocation problem
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+On the different notions of arbitrage and existence of equilibrium
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+Temporary General Equilibrium Theory
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+Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
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+Pareto Equilibria with coherent measures of risk
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Asset Market Equilibrium with Short-Selling
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+On equilibrium in Hart's securities exchange model
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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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+Q4235027
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+Common priors and separation of convex sets
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+Arbitrage and the Existence of Competitive Equilibrium
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