Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities

DOI10.1016/J.MATHSOCSCI.2015.10.007MaRDI QIDQ2634480zbMATH OpenOpenAlexFDO

Authors Thai Ha-Huy, Cuong Le Van, Manh-Hung Nguyen

Publication date 9 February 2016

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://halshs.archives-ouvertes.fr/halshs-01390954/file/16062.pdf

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3148887 (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
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• Arbitrage and the Existence of Competitive Equilibrium
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
• Asset market equilibrium in \(L^p\) spaces with separable utilities
• Asset market equilibrium in infinite dimensional complete markets
• Asset market equilibrium with short-selling and differential information
• Competitive equilibrium in Sobolev spaces without bounds on short sales
• Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
• Existence Theorems in the Capital Asset Pricing Model
• General equilibrium in asset markets with or without short-selling
• On equilibrium in Hart's securities exchange model
• On the different notions of arbitrage and existence of equilibrium
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
• The Gale-Nikaido-Debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption
• The geometry of arbitrage and the existence of competitive equilibrium.

Cited in

(15)

• Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage
• Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
• Equilibrium and arbitrage in incomplete asset markets with fixed prices
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• A unified treatment of finite and infinite economies: Limited arbitrage is necessary and sufficient for the exisence of equilibrium and the core
• Arbitrage and equilibrium in economies with short-selling and ambiguity
• Asset market equilibrium in infinite dimensional complete markets
• Arbitrage and equilibrium with portfolio constraints
• Existence of equilibrium on asset markets with a countably infinite number of states
• Asset market equilibrium in \(L^p\) spaces with separable utilities
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
• Equilibria in incomplete assets economies with infinite dimensional spot markets
• scientific article; zbMATH DE number 1559483 (Why is no real title available?)
• scientific article; zbMATH DE number 1895630 (Why is no real title available?)
• scientific article; zbMATH DE number 5116834 (Why is no real title available?)

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