Asset market equilibrium with short-selling and differential information
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Cites work
- scientific article; zbMATH DE number 1351867 (Why is no real title available?)
- scientific article; zbMATH DE number 3307201 (Why is no real title available?)
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Cited in
(16)- Equilibrium theory with asymmetric information and with infinitely many commodities
- Approximate equilibrium in pure strategies for a two-stage game of asset creation
- Large economies with differential information and without free disposal
- Finite bubbles with short sale constraints and asymmetric information
- On the nonexistence of equlibrium with differential information
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- On mixed markets with asymmetric information
- Existence of equilibrium on asset markets with a countably infinite number of states
- Two-period economies with price-contingent deliveries
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Equilibrium theory with asymmetric information and infinitely many states
- Endogenous differential information
- Blocking coalitions and fairness in asset markets and asymmetric information economies
- Prudent expectations equilibrium in economies with uncertain delivery
- Existence of an equilibrium for infinite horizon economies with and without complete information
- Equilibrium price formation in markets with differentially informed agents
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