A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
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Publication:1350862
DOI10.1016/S0165-1765(96)00855-5zbMATH Open0875.90060OpenAlexW2098289058WikidataQ127255208 ScholiaQ127255208MaRDI QIDQ1350862FDOQ1350862
Authors: Frank H. jun. Page, Myrna Wooders 
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00855-5
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Cites Work
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- Arbitrage and the Existence of Competitive Equilibrium
- A Limit Theorem on the Core of an Economy
- Extremum problems in the presence of restrictions
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- On equilibrium in Hart's securities exchange model
- Arbitrage and asset prices
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- The partnered core of an economy and the partnered competitive equilibrium
- Title not available (Why is that?)
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium and the core, and limits voting cycles
Cited In (26)
- Inconsequential arbitrage
- 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
- No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions
- No-arbitrage condition and existence of equilibrium with dividends
- Erratum to ``Walras and dividends equilibrium with possibly satiated consumers
- Arbitrage, equilibrium, and gains from trade: A counterexample
- Walras and dividends equilibrium with possibly satiated consumers
- 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?
- Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
- Hedging, Pareto optimality, and good deals
- An equilibrium existence result with short selling
- Arbitrage, duality and asset equilibria
- The partnered core of an economy and the partnered competitive equilibrium
- On the different notions of arbitrage and existence of equilibrium
- 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
- Convergence of asymptotic directions
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