On equilibrium in Hart's securities exchange model
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Cites work
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 3236187 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- Equilibrium in abstract economies without ordered preferences
- Existence of an Equilibrium for a Competitive Economy
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
Cited in
(37)- Portfolio dominance and optimality in infinite security markets
- A two-stage core with applications to asset market and differential information economiesw
- Arbitrage and the flattening effect of large numbers
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Limited arbitrage is necessary and sufficient for the existence of an equilibrium
- Arbitrage and asset prices
- Asset market equilibrium with short-selling and differential information
- Increasing cones, recession cones and global cones
- Inconsequential arbitrage
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Pooling, pricing and trading of risks
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Unbounded exchange economies with satiation: How far can we go?
- On the different notions of arbitrage and existence of equilibrium
- Risky arbitrage, asset prices, and externalities
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Asset market equilibrium in infinite dimensional complete markets
- Existence of equilibrium on asset markets with a countably infinite number of states
- Eliminating useless portfolios in constrained financial economies
- Arbitrage and equilibrium in unbounded exchange economies with satiation
- An equilibrium existence result with short selling
- On the revelation of private information in stock market economies
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- Arbitrage, equilibrium, and gains from trade: A counterexample
- No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- The partnered core of an economy and the partnered competitive equilibrium
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- Blocking coalitions and fairness in asset markets and asymmetric information economies
- Equilibrium theory with satiable and non-ordered preferences
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- The geometry of arbitrage and the existence of competitive equilibrium.
- Reduced equivalent form of a financial structure
- No-arbitrage condition and existence of equilibrium with dividends
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
- MARKETS AND GAMES: A SIMPLE EQUIVALENCE AMONG THE CORE, EQUILIBRIUM AND LIMITED ARBITRAGE
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