Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (Q2634480)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities |
scientific article; zbMATH DE number 6540490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities |
scientific article; zbMATH DE number 6540490 |
Statements
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (English)
0 references
9 February 2016
0 references
0 references
0.8714651465415955
0 references
0.8432604670524597
0 references
0.8332208395004272
0 references
0.8332208395004272
0 references
0.8329254984855652
0 references
