Arbitrage and equilibrium in economies with short-selling and ambiguity
From MaRDI portal
Publication:1748375
DOI10.1016/j.jmateco.2018.01.004zbMath1388.91121OpenAlexW2792043254MaRDI QIDQ1748375
Cuong Tran-Viet, Thai Ha-Huy, Cuong Le Van
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
individually rational utility setno-arbitrage conditionmaximin expected utilityasset market equilibriumno-arbitrage pricesindividually rational attainable allocations
Cites Work
- Unnamed Item
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- General equilibrium in asset markets with or without short-selling
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- On equilibrium in Hart's securities exchange model
- Maxmin expected utility with non-unique prior
- The Gale-Nikaido-Debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- Inconsequential arbitrage
- Existence of equilibrium on asset markets with a countably infinite number of states
- The geometry of arbitrage and the existence of competitive equilibrium.
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Arbitrage and the Existence of Competitive Equilibrium
- Existence Theorems in the Capital Asset Pricing Model
- Temporary General Equilibrium Theory
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- Convex Analysis
- Finite dimensional convexity and optimization
