On the different notions of arbitrage and existence of equilibrium
From MaRDI portal
Publication:1306765
DOI10.1006/jeth.1999.2518zbMath0941.91053OpenAlexW2100675370WikidataQ57918128 ScholiaQ57918128MaRDI QIDQ1306765
Cuong Le Van, Rose-Anne Dana, François Magnien
Publication date: 5 October 1999
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co9616.pdf
Related Items (34)
Perspectives of Risk Sharing ⋮ Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets ⋮ Erratum to ``Walras and dividends equilibrium with possibly satiated consumers ⋮ Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Arbitrage and equilibrium in unbounded exchange economies with satiation ⋮ Asset market equilibrium with short-selling and differential information ⋮ Hedging, Pareto optimality, and good deals ⋮ A guaranteed deterministic approach to superhedging: no arbitrage properties of the market ⋮ No-arbitrage condition and existence of equilibrium with dividends ⋮ Unnamed Item ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Equilibrium of a production economy with non-compact attainable allocations set ⋮ 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 ⋮ Profitability in a multiple strategy market ⋮ Credit risk in general equilibrium ⋮ Walras and dividends equilibrium with possibly satiated consumers ⋮ Risky arbitrage, asset prices, and externalities ⋮ Capital market equilibrium without riskless assets: heterogeneous expectations ⋮ From Arrow–Debreu condition to star shape preferences ⋮ Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation ⋮ OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES ⋮ Equilibrium theory with satiable and non-ordered preferences ⋮ Risk sharing for capital requirements with multidimensional security markets ⋮ Satiation and existence of competitive equilibrium ⋮ Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences ⋮ Unbounded exchange economies with satiation: How far can we go? ⋮ An equilibrium existence result with short selling ⋮ Arbitrage, duality and asset equilibria ⋮ Inconsequential arbitrage ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities ⋮ Some corrections to claims about the literature in Engl and Scotchmer (1996) ⋮ The geometry of arbitrage and the existence of competitive equilibrium.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- General equilibrium in asset markets with or without short-selling
- Asset market equilibrium in infinite dimensional complete markets
- A note on the Gale-Nikaido-Debreu lemma and the existence of general equilibrium
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- On equilibrium in Hart's securities exchange model
- Arbitrage and equilibrium in economies with infinitely many commodities
- Arbitrage and asset prices
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- A topological invariant for competetive markets
- Arbitrage, equilibrium, and gains from trade: A counterexample
- How to discard non-satiation and free-disposal with paper money
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- Arbitrage and the Existence of Competitive Equilibrium
- Asset Market Equilibrium with Short-Selling
- New Concepts and Techniques for Equilibrium Analysis
- Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
- Temporary General Equilibrium Theory
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets
This page was built for publication: On the different notions of arbitrage and existence of equilibrium