Inconsequential arbitrage
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3827532 (Why is no real title available?)
- scientific article; zbMATH DE number 1784401 (Why is no real title available?)
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- A note on lemma 1 in Bergstrom's How to discard free disposability at no cost
- A topological invariant for competetive markets
- An equilibrium existence theorem for a general model without ordered preferences
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets
- Arbitrage and global cones: another counterexample
- Arbitrage and the Existence of Competitive Equilibrium
- Asset Market Equilibrium with Short-Selling
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Convex Analysis
- General equilibrium in asset markets with or without short-selling
- How to discard 'free disposability' - at no cost
- Inconsequential arbitrage
- Increasing cones, recession cones and global cones
- On equilibrium in Hart's securities exchange model
- On the different notions of arbitrage and existence of equilibrium
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- Temporary General Equilibrium Theory
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- The partnered core of a game without side payments
- The partnered core of an economy and the partnered competitive equilibrium
Cited in
(16)- Inconsequential arbitrage
- Arbitrage and equilibrium in unbounded exchange economies with satiation
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- 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
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
- Unbounded exchange economies with satiation: How far can we go?
- Equilibrium theory with satiable and non-ordered preferences
- Hedging, Pareto optimality, and good deals
- Equilibrium of a production economy with non-compact attainable allocations set
- Existence of equilibrium on asset markets with a countably infinite number of states
- The geometry of arbitrage and the existence of competitive equilibrium.
- Asset market equilibrium in L^p spaces with separable utilities
- Risky arbitrage, asset prices, and externalities
- Increasing cones, recession cones and global cones
- Asset market equilibrium with short-selling and differential information
This page was built for publication: Inconsequential arbitrage
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1592521)
