Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
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Publication:617672
DOI10.1016/J.JET.2010.08.002zbMATH Open1203.91092OpenAlexW2233601663WikidataQ57937026 ScholiaQ57937026MaRDI QIDQ617672FDOQ617672
Authors: R. A. Dana, Cuong Le Van 
Publication date: 13 January 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00470670/file/tradrevisedsept20.pdf
Recommendations
- 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
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- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
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Cited In (8)
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Optimality in an OLG model with nonsmooth preferences
- Short sales, destruction of resources, welfare
- Existence of equilibrium on asset markets with a countably infinite number of states
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
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