Asset market equilibrium with short-selling and differential information
From MaRDI portal
Publication:2642874
DOI10.1007/s00199-006-0131-5zbMath1170.91012WikidataQ57920614 ScholiaQ57920614MaRDI QIDQ2642874
Yiannis Vailakis, Wassim Daher, V. Filipe Martins-da-Rocha
Publication date: 6 September 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00173787/file/B05098.pdf
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
On mixed markets with asymmetric information, Equilibrium price formation in markets with differentially informed agents, Equilibrium theory with asymmetric information and with infinitely many commodities, A market game approach to differential information economies, Equilibrium theory with asymmetric information and infinitely many states, Large economies with differential information and without free disposal, Prudent expectations equilibrium in economies with uncertain delivery
Cites Work
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- General equilibrium in asset markets with or without short-selling
- Asset market equilibrium in infinite dimensional complete markets
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- On equilibrium in Hart's securities exchange model
- Arbitrage and equilibrium in economies with infinitely many commodities
- On the different notions of arbitrage and existence of equilibrium
- The core of an economy with differential information
- Incentive compatibility and information superiority of the core of an economy with differential information
- Efficiency and incentive compatibility in differential information economies
- Separable utility functions
- Edgeworth and Walras equilibria of an arbitrage-free exchange economy
- Arbitrage, duality and asset equilibria
- Inconsequential arbitrage
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- The geometry of arbitrage and the existence of competitive equilibrium.
- Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Perfect competition in asymmetric information economies: compatibility of efficiency and incentives
- Characterization and incentive compatibility of Walrasian expectations equilibrium in infinite dimensional commodity spaces
- An equivalence theorem for a differential information economy
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Arbitrage and the Existence of Competitive Equilibrium
- The Value Allocation of an Economy with Differential Information
- Informational Size and Incentive Compatibility
- Competitive Equilibrium Under Uncertainty
- Convex Analysis
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Competitive and core allocations in large economies with differential information
