Pages that link to "Item:Q1867777"
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The following pages link to The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777):
Displaying 15 items.
- Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (Q309841) (← 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)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions (Q845024) (← 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)
- Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← 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)
- 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)
