Arbitrage and the Existence of Competitive Equilibrium

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Unbounded exchange economies with satiation: How far can we go?
On equilibrium in Hart's securities exchange model
Arbitrage and asset prices
Portfolio dominance and optimality in infinite security markets
On the different notions of arbitrage and existence of equilibrium
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
Arbitrage and the flattening effect of large numbers
A topological invariant for competetive markets
Arbitrage, equilibrium, and gains from trade: A counterexample
Strategic market games: an introduction.
Edgeworth and Walras equilibria of an arbitrage-free exchange economy
Arbitrage, duality and asset equilibria
Inconsequential arbitrage
Asset market equilibrium in L^p spaces with separable utilities
Arbitrage and universal pricing.
Existence of equilibrium on asset markets with a countably infinite number of states
Arbitrage and equilibrium in economies with short-selling and ambiguity
An equilibrium existence result with short selling
The geometry of arbitrage and the existence of competitive equilibrium.
Arbitrage and price revelation with asymmetric information and incomplete markets
Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
Arbitrage approximation theory
Competitive equilibria in a comonotone market
Higher-order optimality conditions in set-valued optimization with respect to general preference mappings
The arbitrage pricing theorem with incomplete preferences
Equilibrium of a production economy with non-compact attainable allocations set
Risky arbitrage, asset prices, and externalities
Endogenous market integration, manipulation and limits to arbitrage
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
Asset market equilibrium with short-selling and differential information
On an ``important principle of Arrow and Debreu
Equilibrium pricing in incomplete markets under translation invariant preferences
Arbitrage absence in economic dynamical systems with fixed gains
Arbitrage absence in dynamical economic systems
Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
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EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Hedging, Pareto optimality, and good deals
Efficient allocations and equilibria with short-selling and incomplete preferences
Reduced equivalent form of a financial structure
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹
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Risk sharing with expected and dual utilities
Existence of equilibria in incomplete markets with non-ordered preferences
Duality and General Equilibrium Theory Under Knightian Uncertainty
Credit risk in general equilibrium
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Perspectives of Risk Sharing
Increasing cones, recession cones and global cones
Eliminating useless portfolios in constrained financial economies
A two-stage core with applications to asset market and differential information economiesw
Equilibrium theory with satiable and non-ordered preferences
Arbitrage and equilibrium in economies with externalities.
Arbitrage and equilibrium with portfolio constraints
Financial market equilibria with cumulative prospect theory
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Capital market equilibrium without riskless assets: heterogeneous expectations
Equilibria in the capital market with non-homogeneous investors
Asset market equilibrium in infinite dimensional complete markets
Arbitrage, rationality, and equilibrium
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 equilibrium in unbounded exchange economies with satiation
Coherent risk measure, equilibrium and equilibrium pricing
No-arbitrage equilibria with differential information: an existence proof
No-arbitrage condition and existence of equilibrium with dividends
Walras and dividends equilibrium with possibly satiated consumers
Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
Satiation and existence of competitive equilibrium

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