Asset Market Equilibrium with Short-Selling
From MaRDI portal
Recommendations
Cited in
(42)- Unbounded exchange economies with satiation: How far can we go?
- Arbitrage and asset prices
- Portfolio dominance and optimality in infinite security markets
- On the different notions of arbitrage and existence of equilibrium
- Pareto optima in incomplete financial markets
- 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
- Diversification and equilibrium in securities markets
- Arbitrage and the flattening effect of large numbers
- A topological invariant for competetive markets
- Arbitrage, equilibrium, and gains from trade: A counterexample
- Inconsequential arbitrage
- Asset market equilibrium in L^p spaces with separable utilities
- How to discard non-satiation and free-disposal with paper money
- Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling
- An equilibrium existence result with short selling
- The geometry of arbitrage and the existence of competitive equilibrium.
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- Pricing European call options under a hard-to-borrow stock model
- Competitive equilibria in a comonotone market
- Risky arbitrage, asset prices, and externalities
- Asset market equilibrium with short-selling and differential information
- Equilibrium in an ambiguity-averse mean-variance investors market
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Hedging, Pareto optimality, and good deals
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Pricing American call options under a hard-to-borrow stock model
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- Existence of equilibria in incomplete markets with non-ordered preferences
- Credit risk in general equilibrium
- scientific article; zbMATH DE number 1895630 (Why is no real title available?)
- Increasing cones, recession cones and global cones
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- Equilibria in the capital market with non-homogeneous investors
- General equilibrium in asset markets with or without short-selling
- Margins on short sales and equilibrium price indeterminacy
- Existence of equilibrium in CAPM
- Asset market equilibrium in infinite dimensional complete markets
- Arbitrage and equilibrium in unbounded exchange economies with satiation
- No-arbitrage condition and existence of equilibrium with dividends
- Satiation and existence of competitive equilibrium
This page was built for publication: Asset Market Equilibrium with Short-Selling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3823376)