Asset equilibria in L^ p spaces with complete markets: A duality approach
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Publication:1919707
DOI10.1016/0304-4068(95)00735-0zbMATH Open0854.90023OpenAlexW1995820218MaRDI QIDQ1919707FDOQ1919707
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
equilibriumuniquenesslocal uniquenesspure exchange economyadditively separable utilityexcess demand map
Cites Work
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Cited In (14)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
- Superreplication when trading at market indifference prices
- The stochastic field of aggregate utilities and its saddle conjugate
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- A note on the regularity of competitive equilibria and asset structures.
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Portfolio dominance and optimality in infinite security markets
- Towards a generalization of Dupire's equation for several assets
- A model for a large investor trading at market indifference prices. I: Single-period case
- Existence of equilibrium on asset markets with a countably infinite number of states
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- Asset market equilibrium with short-selling and differential information
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