Efficient allocations and equilibria with short-selling and incomplete preferences (Q406266): Difference between revisions

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+The geometry of arbitrage and the existence of competitive equilibrium.
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+Knightian decision theory. I.
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+Pareto optima and equilibria when preferences are incompletely known
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+Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
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+On the different notions of arbitrage and existence of equilibrium
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+Intertemporal equilibria with Knightian uncertainty
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+Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
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+Overlapping expectations and Hart's conditions for equilibrium in a securities model
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+On equilibrium in Hart's securities exchange model
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+Arbitrage and asset prices
@@ Property / cites work: Arbitrage and asset prices / rank @@
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+Uncertainty and Risk in Financial Markets
@@ Property / cites work: Uncertainty and Risk in Financial Markets / rank @@
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+Q5638112
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+Arbitrage and the Existence of Competitive Equilibrium
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