An equilibrium existence result with short selling
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Publication:1850144
DOI10.1016/S0304-4068(02)00009-5zbMATH Open1027.91051MaRDI QIDQ1850144FDOQ1850144
Authors: Nizar Allouch 
Publication date: 2 December 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Recommendations
- Asset Market Equilibrium with Short-Selling
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- Existence of equilibria in incomplete markets with non-ordered preferences
- Unbounded exchange economies with satiation: How far can we go?
Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Convex Analysis
- Corrections to an equilibrium existence theorem for a general model without ordered preferences
- An equilibrium existence theorem for a general model without ordered preferences
- Title not available (Why is that?)
- Equilibrium in economies without ordered preferences or free disposal
- Portfolio dominance and optimality in infinite security markets
- Asset Market Equilibrium with Short-Selling
- On the different notions of arbitrage and existence of equilibrium
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- Arbitrage and the Existence of Competitive Equilibrium
- How to discard 'free disposability' - at no cost
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- On equilibrium in Hart's securities exchange model
Cited In (10)
- Asset Market Equilibrium with Short-Selling
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Capital market equilibrium without riskless assets: heterogeneous expectations
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
- Unbounded exchange economies with satiation: How far can we go?
- Equilibrium theory with satiable and non-ordered preferences
- Equilibrium of a production economy with non-compact attainable allocations set
- The geometry of arbitrage and the existence of competitive equilibrium.
- Risky arbitrage, asset prices, and externalities
- Exploiting arbitrage requires short selling
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