The geometry of arbitrage and the existence of competitive equilibrium.

DOI10.1016/S0304-4068(02)00074-5zbMath1038.91034WikidataQ57944321 ScholiaQ57944321MaRDI QIDQ1867777

Cuong Le Van, Nizar Allouch, Frank H. jun. Page

Publication date: 2 April 2003

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

zbMATH Keywords

arbitragecompetitive equilibriumrecession cones

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (15)

Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets ⋮ No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions ⋮ Erratum to ``Walras and dividends equilibrium with possibly satiated consumers ⋮ Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Arbitrage and equilibrium in unbounded exchange economies with satiation ⋮ Asset market equilibrium with short-selling and differential information ⋮ No-arbitrage condition and existence of equilibrium with dividends ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Efficient allocations and equilibria with short-selling and incomplete preferences ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ Walras and dividends equilibrium with possibly satiated consumers ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity ⋮ OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES ⋮ Unbounded exchange economies with satiation: How far can we go?

Cites Work

• Overlapping expectations and Hart's conditions for equilibrium in a securities model
• On equilibrium in Hart's securities exchange model
• 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
• Inconsequential arbitrage
• An equilibrium existence result with short selling
• Arbitrage and the Existence of Competitive Equilibrium
• Asset Market Equilibrium with Short-Selling
• Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing
• Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
• Default Risk in a General Equilibrium Asset Economy with Incomplete Markets
• Temporary General Equilibrium Theory
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• Convex Analysis

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