Asset market equilibrium with short-selling and differential information
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Publication:2642874
DOI10.1007/S00199-006-0131-5zbMATH Open1170.91012OpenAlexW2169817837WikidataQ57920614 ScholiaQ57920614MaRDI QIDQ2642874FDOQ2642874
Authors: Wassim Daher, V. Filipe Martins-da-Rocha, Yiannis Vailakis 
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
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Cited In (16)
- Equilibrium theory with asymmetric information and infinitely many states
- Two-period economies with price-contingent deliveries
- Equilibrium theory with asymmetric information and with infinitely many commodities
- Existence of an equilibrium for infinite horizon economies with and without complete information
- Blocking coalitions and fairness in asset markets and asymmetric information economies
- Approximate equilibrium in pure strategies for a two-stage game of asset creation
- Finite bubbles with short sale constraints and asymmetric information
- Large economies with differential information and without free disposal
- Equilibrium price formation in markets with differentially informed agents
- Existence of equilibrium on asset markets with a countably infinite number of states
- A market game approach to differential information economies
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- On the nonexistence of equlibrium with differential information
- Prudent expectations equilibrium in economies with uncertain delivery
- Endogenous differential information
- On mixed markets with asymmetric information
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