Arbitrage, duality and asset equilibria
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Publication:1590381
DOI10.1016/S0304-4068(00)00049-5zbMath0966.91033WikidataQ57944311 ScholiaQ57944311MaRDI QIDQ1590381
Publication date: 20 August 2001
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Related Items
Asset market equilibrium with short-selling and differential information ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS ⋮ Risk sharing for capital requirements with multidimensional security markets ⋮ Competitive equilibria in a comonotone market ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities
Cites Work
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