Arbitrage and asset prices
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Publication:1278560
DOI10.1016/0165-4896(95)00807-1zbMath0929.91032OpenAlexW1975371881MaRDI QIDQ1278560
Publication date: 11 January 2000
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-4896(95)00807-1
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Related Items (10)
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 ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Efficient allocations and equilibria with short-selling and incomplete preferences ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ Risky arbitrage, asset prices, and externalities ⋮ OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES ⋮ Arbitrage and asset prices ⋮ Arbitrage, duality and asset equilibria ⋮ On the different notions of arbitrage and existence of equilibrium
Cites Work
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