Arbitrage and equilibrium in economies with short-selling and ambiguity
DOI10.1016/J.JMATECO.2018.01.004zbMATH Open1388.91121OpenAlexW2792043254MaRDI QIDQ1748375FDOQ1748375
Authors: Thai Ha-Huy, Cuong Le Van, Cuong Tran-Viet 
Publication date: 9 May 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2018.01.004
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Cites Work
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- Existence Theorems in the Capital Asset Pricing Model
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- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
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- Finite dimensional convexity and optimization
- The Gale-Nikaido-Debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption
- Existence of equilibrium on asset markets with a countably infinite number of states
Cited In (5)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- Short-term relative arbitrage in volatility-stabilized markets
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Exploiting arbitrage requires short selling
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