An equilibrium existence result with short selling

DOI10.1016/S0304-4068(02)00009-5MaRDI QIDQ1850144zbMATH OpenFDO

Authors 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)

Recommendations

• Asset Market Equilibrium with Short-Selling
• General equilibrium in asset markets with or without short-selling
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• Unbounded exchange economies with satiation: How far can we go?

Cites work

• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
• An equilibrium existence theorem for a general model without ordered preferences
• Arbitrage and the Existence of Competitive Equilibrium
• Asset Market Equilibrium with Short-Selling
• Convex Analysis
• Corrections to an equilibrium existence theorem for a general model without ordered preferences
• Equilibrium in economies without ordered preferences or free disposal
• How to discard 'free disposability' - at no cost
• On equilibrium in Hart's securities exchange model
• On the different notions of arbitrage and existence of equilibrium
• Overlapping expectations and Hart's conditions for equilibrium in a securities model
• Portfolio dominance and optimality in infinite security markets

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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