Arbitrage and equilibrium in economies with short-selling and ambiguity (Q1748375)
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scientific article; zbMATH DE number 6867529
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| English | Arbitrage and equilibrium in economies with short-selling and ambiguity |
scientific article; zbMATH DE number 6867529 |
Statements
Arbitrage and equilibrium in economies with short-selling and ambiguity (English)
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9 May 2018
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asset market equilibrium
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individually rational attainable allocations
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individually rational utility set
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no-arbitrage prices
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no-arbitrage condition
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maximin expected utility
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0.90940344
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0.9072397
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0.8807808
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0.88055754
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0.8805374
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0.8783058
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0.87823236
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