Competitive equilibrium in Sobolev spaces without bounds on short sales

DOI10.1006/JETH.1993.1023zbMath0792.90011OpenAlexW3125788136MaRDI QIDQ2366839

Geoffrey Heal, Graciela Chichilnisky

Publication date: 19 August 1993

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1993.1023

zbMATH Keywords

existence of an equilibriuminfinite dimensional Sobolev spaces

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (19)

The cone condition, properness, and extremely desirable commodities ⋮ Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales ⋮ Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Limited arbitrage is necessary and sufficient for the non-emptiness of the core ⋮ Intersecting families of sets and the topology of cones in economics ⋮ Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach ⋮ Smooth infinite economies ⋮ A new approach to the limit theorem on the core of an economy in vector lattices ⋮ A topological invariant for competetive markets ⋮ Limited arbitrage is necessary and sufficient for the existence of an equilibrium ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Production equilibria in locally proper economies with unbounded and unordered consumers ⋮ A note on the equilibrium theory of economies with asymmetric information ⋮ MARKETS AND GAMES: A SIMPLE EQUIVALENCE AMONG THE CORE, EQUILIBRIUM AND LIMITED ARBITRAGE ⋮ Cone conditions in general equilibrium theory ⋮ Markets with endogenous uncertainty theory and policy ⋮ The topology of fear ⋮ Portfolio dominance and optimality in infinite security markets ⋮ Arbitrage, duality and asset equilibria

This page was built for publication: Competitive equilibrium in Sobolev spaces without bounds on short sales