Arbitrage and the Existence of Competitive Equilibrium

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Perspectives of Risk Sharing ⋮ Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales ⋮ Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets ⋮ No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions ⋮ Erratum to ``Walras and dividends equilibrium with possibly satiated consumers ⋮ Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ The partnered core of an economy and the partnered competitive equilibrium ⋮ A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium ⋮ Limited arbitrage is necessary and sufficient for the non-emptiness of the core ⋮ The arbitrage pricing theorem with incomplete preferences ⋮ Arbitrage and equilibrium in unbounded exchange economies with satiation ⋮ Asset market equilibrium with short-selling and differential information ⋮ Higher-order optimality conditions in set-valued optimization with respect to general preference mappings ⋮ A two-stage core with applications to asset market and differential information economiesw ⋮ RISK SHARING WITH EXPECTED AND DUAL UTILITIES ⋮ Coherent risk measure, equilibrium and equilibrium pricing ⋮ Hedging, Pareto optimality, and good deals ⋮ No-arbitrage equilibria with differential information: an existence proof ⋮ Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach ⋮ No-arbitrage condition and existence of equilibrium with dividends ⋮ Arbitrage and the flattening effect of large numbers ⋮ A topological invariant for competetive markets ⋮ Arbitrage, equilibrium, and gains from trade: A counterexample ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Equilibrium of a production economy with non-compact attainable allocations set ⋮ Financial market equilibria with cumulative prospect theory ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Efficient allocations and equilibria with short-selling and incomplete preferences ⋮ Strategic market games: an introduction. ⋮ Existence of Equilibria in Incomplete Markets with Non-Ordered Preferences ⋮ Reduced equivalent form of a financial structure ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS ⋮ Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹ ⋮ Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset ⋮ Credit risk in general equilibrium ⋮ Walras and dividends equilibrium with possibly satiated consumers ⋮ Arbitrage approximation theory ⋮ Risky arbitrage, asset prices, and externalities ⋮ Capital market equilibrium without riskless assets: heterogeneous expectations ⋮ Duality and General Equilibrium Theory Under Knightian Uncertainty ⋮ Equilibria in the capital market with non-homogeneous investors ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity ⋮ Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation ⋮ Eliminating useless portfolios in constrained financial economies ⋮ OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES ⋮ Equilibrium theory with satiable and non-ordered preferences ⋮ Satiation and existence of competitive equilibrium ⋮ Increasing cones, recession cones and global cones ⋮ Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences ⋮ Asset market equilibrium in infinite dimensional complete markets ⋮ Arbitrage and asset prices ⋮ Unbounded exchange economies with satiation: How far can we go? ⋮ Competitive equilibria in a comonotone market ⋮ Construction of a state space for interrelated securities with an application to temporary equilibrium theory ⋮ Portfolio dominance and optimality in infinite security markets ⋮ EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET ⋮ An equilibrium existence result with short selling ⋮ Arbitrage, duality and asset equilibria ⋮ Inconsequential arbitrage ⋮ On the different notions of arbitrage and existence of equilibrium ⋮ Arbitrage, rationality, and equilibrium ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities ⋮ The geometry of arbitrage and the existence of competitive equilibrium. ⋮ Arbitrage and price revelation with asymmetric information and incomplete markets

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