Pages that link to "Item:Q1089239"

The following pages link to On equilibrium in Hart's securities exchange model (Q1089239):

Displaying 37 items.

• Efficient allocations and equilibria with short-selling and incomplete preferences (Q406266) (← links)
• Reduced equivalent form of a financial structure (Q433147) (← links)
• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• Eliminating useless portfolios in constrained financial economies (Q514489) (← links)
• Equilibrium theory with satiable and non-ordered preferences (Q553535) (← links)
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
• Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
• No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions (Q845024) (← links)
• Arbitrage and equilibrium in unbounded exchange economies with satiation (Q855364) (← links)
• No-arbitrage condition and existence of equilibrium with dividends (Q878001) (← links)
• Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation (Q952699) (← links)
• Pooling, pricing and trading of risks (Q1026543) (← links)
• Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← links)
• Arbitrage and asset prices (Q1278560) (← links)
• Portfolio dominance and optimality in infinite security markets (Q1300362) (← links)
• On the revelation of private information in stock market economies (Q1300438) (← links)
• On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
• The partnered core of an economy and the partnered competitive equilibrium (Q1350860) (← links)
• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium (Q1350862) (← links)
• Arbitrage and the flattening effect of large numbers (Q1381961) (← links)
• Limited arbitrage is necessary and sufficient for the existence of an equilibrium (Q1383904) (← links)
• Arbitrage, equilibrium, and gains from trade: A counterexample (Q1383905) (← links)
• Inconsequential arbitrage (Q1592521) (← links)
• Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← links)
• Existence of equilibrium on asset markets with a countably infinite number of states (Q1680142) (← links)
• Arbitrage and equilibrium in economies with short-selling and ambiguity (Q1748375) (← links)
• An equilibrium existence result with short selling (Q1850144) (← links)
• The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) (← links)
• Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales (Q1890922) (← links)
• Blocking coalitions and fairness in asset markets and asymmetric information economies (Q2099034) (← links)
• Risky arbitrage, asset prices, and externalities (Q2458434) (← links)
• Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (Q2634480) (← links)
• Asset market equilibrium with short-selling and differential information (Q2642874) (← links)
• OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
• MARKETS AND GAMES: A SIMPLE EQUIVALENCE AMONG THE CORE, EQUILIBRIUM AND LIMITED ARBITRAGE (Q4208067) (← links)
• Increasing cones, recession cones and global cones (Q4949184) (← links)
• A two-stage core with applications to asset market and differential information economiesw (Q5316191) (← links)