On equilibrium in Hart's securities exchange model
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DOI10.1016/0022-0531(87)90026-3zbMATH Open0618.90019OpenAlexW2052294758MaRDI QIDQ1089239FDOQ1089239
Authors: Frank H. jun. Page 
Publication date: 1987
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(87)90026-3
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Cites Work
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- Existence of an Equilibrium for a Competitive Economy
- Equilibrium in abstract economies without ordered preferences
- Title not available (Why is that?)
- 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)
- Arbitrage and the flattening effect of large numbers
- Reduced equivalent form of a financial structure
- Inconsequential arbitrage
- Eliminating useless portfolios in constrained financial economies
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Arbitrage and equilibrium in unbounded exchange economies with satiation
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- Asset market equilibrium in infinite dimensional complete markets
- No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions
- No-arbitrage condition and existence of equilibrium with dividends
- Arbitrage, equilibrium, and gains from trade: A counterexample
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Arbitrage and asset prices
- Unbounded exchange economies with satiation: How far can we go?
- Equilibrium theory with satiable and non-ordered preferences
- Limited arbitrage is necessary and sufficient for the existence of an equilibrium
- On the revelation of private information in stock market economies
- Portfolio dominance and optimality in infinite security markets
- An equilibrium existence result with short selling
- Blocking coalitions and fairness in asset markets and asymmetric information economies
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- Pooling, pricing and trading of risks
- The partnered core of an economy and the partnered competitive equilibrium
- MARKETS AND GAMES: A SIMPLE EQUIVALENCE AMONG THE CORE, EQUILIBRIUM AND LIMITED ARBITRAGE
- On the different notions of arbitrage and existence of equilibrium
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- A two-stage core with applications to asset market and differential information economiesw
- Existence of equilibrium on asset markets with a countably infinite number of states
- The geometry of arbitrage and the existence of competitive equilibrium.
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- Increasing cones, recession cones and global cones
- Risky arbitrage, asset prices, and externalities
- Asset market equilibrium with short-selling and differential information
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