Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach

DOI10.1016/0304-4068(95)00735-0zbMath0854.90023OpenAlexW1995820218MaRDI QIDQ1919707

Cuong Le Van, Rose-Anne Dana

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4068(95)00735-0

zbMATH Keywords

uniquenessequilibriumlocal uniquenesspure exchange economyadditively separable utilityexcess demand map

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (11)

Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Asset market equilibrium with short-selling and differential information ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset ⋮ The stochastic field of aggregate utilities and its saddle conjugate ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity ⋮ Portfolio dominance and optimality in infinite security markets ⋮ A model for a large investor trading at market indifference prices. I: Single-period case ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities ⋮ Superreplication when trading at market indifference prices

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