An equilibrium existence result with short selling

DOI10.1016/S0304-4068(02)00009-5zbMath1027.91051MaRDI QIDQ1850144

Nizar Allouch

Publication date: 2 December 2002

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

Asset short sellingIndividually Rational Utility setPartial preorder

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (7)

Equilibrium of a production economy with non-compact attainable allocations set ⋮ Risky arbitrage, asset prices, and externalities ⋮ Capital market equilibrium without riskless assets: heterogeneous expectations ⋮ Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation ⋮ Equilibrium theory with satiable and non-ordered preferences ⋮ Unbounded exchange economies with satiation: How far can we go? ⋮ The geometry of arbitrage and the existence of competitive equilibrium.

Cites Work

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• 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
• Asset Market Equilibrium with Short-Selling
• Convex Analysis

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