Arbitrage and asset prices (Q1278560)

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Language	Label	Description	Also known as
English	Arbitrage and asset prices	scientific article

Statements

scholarly article

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Arbitrage and asset prices (English)

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zbMATH Open document ID

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10.1016/0165-4896(95)00807-1

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Frank H. jun. Page

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Mathematical Social Sciences

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publication date

11 January 2000

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

arbitrage

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equilibrium

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viability

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risk tolerance

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0165-4896(95)00807-1

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Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales

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Extremum problems in the presence of restrictions

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Temporary General Equilibrium Theory

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Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions

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A satisfactory treatment of equality and operator constraints in the Dubovitskii-Milyutin optimization formalism

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Overlapping expectations and Hart's conditions for equilibrium in a securities model

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Existence of equilibrium with incomplete markets

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Arbitrage and equilibrium in economies with infinitely many commodities

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Characterisation of generically complete real asset structures

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Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model

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Arbitrage, equilibrium, and gains from trade: A counterexample

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Arbitrage and global cones: another counterexample

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Asset Market Equilibrium with Short-Selling

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Arbitrage and asset prices

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On equilibrium in Hart's securities exchange model

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The partnered core of an economy and the partnered competitive equilibrium

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A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium

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Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

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Arbitrage and the Existence of Competitive Equilibrium

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Mathematics(1 entry)

mardi Publication:1278560

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