Pages that link to "Item:Q1306765"

The following pages link to On the different notions of arbitrage and existence of equilibrium (Q1306765):

Displaying 34 items.

• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (Q309841) (← links)
• Hedging, Pareto optimality, and good deals (Q364733) (← links)
• Efficient allocations and equilibria with short-selling and incomplete preferences (Q406266) (← links)
• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• Credit risk in general equilibrium (Q471329) (← 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)
• Capital market equilibrium without riskless assets: heterogeneous expectations (Q665810) (← links)
• Erratum to ``Walras and dividends equilibrium with possibly satiated consumers'' (Q845611) (← links)
• Arbitrage and equilibrium in unbounded exchange economies with satiation (Q855364) (← links)
• No-arbitrage condition and existence of equilibrium with dividends (Q878001) (← links)
• Walras and dividends equilibrium with possibly satiated consumers (Q932762) (← links)
• Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation (Q952699) (← links)
• Satiation and existence of competitive equilibrium (Q990292) (← links)
• Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← links)
• Profitability in a multiple strategy market (Q1417728) (← links)
• Arbitrage, duality and asset equilibria (Q1590381) (← links)
• Inconsequential arbitrage (Q1592521) (← links)
• Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← links)
• Some corrections to claims about the literature in Engl and Scotchmer (1996) (Q1602938) (← links)
• Existence of equilibrium on asset markets with a countably infinite number of states (Q1680142) (← links)
• An equilibrium existence result with short selling (Q1850144) (← links)
• The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) (← links)
• Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
• Equilibrium of a production economy with non-compact attainable allocations set (Q2417251) (← 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)
• A guaranteed deterministic approach to superhedging: no arbitrage properties of the market (Q2660513) (← links)
• Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
• OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
• Perspectives of Risk Sharing (Q4791988) (← links)
• From Arrow–Debreu condition to star shape preferences (Q5151510) (← links)
• (Q5240348) (← links)