General equilibrium in asset markets with or without short-selling
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Publication:678682
DOI10.1006/JMAA.1997.5269zbMATH Open0879.90034OpenAlexW3122361592MaRDI QIDQ678682FDOQ678682
Authors: Cuong Le Van, François Magnien, R. A. Dana 
Publication date: 27 April 1997
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/portal/en/publications/general-equilibrium-in-asset-markets-with-or-without-shortselling(3c8a8001-d97c-4dfb-a73e-f98e5574474f).html
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Cited In (27)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
- Asset Market Equilibrium with Short-Selling
- Inconsequential arbitrage
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- Optimal control in infinite horizon problems: A Sobolev space approach
- Arbitrage and equilibrium in economies with short-selling and ambiguity
- Asset market equilibrium in infinite dimensional complete markets
- No-arbitrage condition and existence of equilibrium with dividends
- Efficient funds for meager asset spaces
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Unbounded exchange economies with satiation: How far can we go?
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Portfolio dominance and optimality in infinite security markets
- An equilibrium existence result with short selling
- Arbitrage, duality and asset equilibria
- Equilibrium of a production economy with non-compact attainable allocations set
- Equilibrium pricing in incomplete markets under translation invariant preferences
- On the different notions of arbitrage and existence of equilibrium
- A note on the equilibrium theory of economies with asymmetric information
- Existence of equilibrium on asset markets with a countably infinite number of states
- Arbitrage and control problems in finance. A presentation
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- Asset market equilibrium with short-selling and differential information
- Synergy effect of cooperative investment
- Special issue: Arbitrage and control problems in finance
- Asset pricing under progressive taxes and existence of general equilibrium
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