Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
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- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Cites work
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
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- Ambiguity, uncertainty aversion and equilibrium welfare
- Arbitrage and asset prices
- Arbitrage and the Existence of Competitive Equilibrium
- Asset Market Equilibrium with Short-Selling
- Common priors and separation of convex sets
- Inconsequential arbitrage
- Inf-convolution of risk measures and optimal risk transfer
- Interim efficient allocations under uncertainty
- Maxmin expected utility with non-unique prior
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- On equilibria when agents have multiple priors
- On equilibrium in Hart's securities exchange model
- On the different notions of arbitrage and existence of equilibrium
- Optimal capital and risk allocations for law- and cash-invariant convex functions
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Pareto Equilibria with coherent measures of risk
- Sharing Beliefs: Between Agreeing and Disagreeing
- Sharing risk and ambiguity
- Stochastic finance. An introduction in discrete time
- Subjective Beliefs and ex ante Trade
- Temporary General Equilibrium Theory
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- The geometry of arbitrage and the existence of competitive equilibrium.
Cited in
(8)- Short sales, destruction of resources, welfare
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Optimality in an OLG model with nonsmooth preferences
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- 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
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