Arbitrage and Existence of Equilibrium in Infinite Asset Markets
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- Arbitrage, duality and asset equilibria
- Inconsequential arbitrage
- Asset market equilibrium in L^p spaces with separable utilities
- Existence of equilibrium on asset markets with a countably infinite number of states
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- The geometry of arbitrage and the existence of competitive equilibrium.
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Equilibrium of a production economy with non-compact attainable allocations set
- Risky arbitrage, asset prices, and externalities
- Construction of a state space for interrelated securities with an application to temporary equilibrium theory
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Absence of arbitrage in markets with infinitely many assets
- Equilibrium pricing in incomplete markets under translation invariant preferences
- scientific article; zbMATH DE number 5116834 (Why is no real title available?)
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- scientific article; zbMATH DE number 1559483 (Why is no real title available?)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
- A note on the equilibrium theory of economies with asymmetric information
- Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage
- EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE
- Equilibrium analysis in financial markets with countably many securities
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