Equilibrium analysis in financial markets with countably many securities

DOI10.1016/J.JMATECO.2003.06.003zbMATH Open1137.91395OpenAlexW2059104624MaRDI QIDQ707386FDOQ707386

Authors: Charalambos D. Aliprantis, Monique Florenzano, V. Filipe Martins-da-Rocha, R. Tourky 

Publication date: 9 February 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00086810/file/AFMT.pdf

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zbMATH Keywords

Edgeworth equilibrium\(F\)-coneInductive limit topologyNon-trivial quasi-equilibriumRiesz-Kantorovich functionalSecurity markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• Portfolio dominance and optimality in infinite security markets
• The Price Equilibrium Existence Problem in Topological Vector Lattices
• Mathematical methods of game and economic theory
• Edgeworth Equilibria
• A Limit Theorem on the Core of an Economy
• A new approach to the limit theorem on the core of an economy in vector lattices
• Non-marketed options, non-existence of equilibria, and nonlinear prices.
• General equilibrium analysis in ordered topological vector spaces
• A theory of value with nonlinear prices. Equilibrium analysis beyond vector lattices
• Edgeworth equilibria, fuzzy core, and equilibria of a production economy without ordered preferences
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
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Cited In (17)

• Title not available (Why is that?)
• Conditional gradient method for vector optimization
• General equilibrium analysis in ordered topological vector spaces
• A note on finite securities market models
• Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone
• A characterization of inefficiency in stochastic overlapping generations economies
• A quadratically convergent Newton method for vector optimization
• On the choice of parameters for the weighting method in vector optimization
• Polynomial functions and the Riesz interpolation property
• Characterizations via linear scalarization of minimal and properly minimal elements
• Classifying financial markets up to isomorphism
• A steepest descent method for vector optimization
• The existence of security market equilibrium with a non-atomic state space
• Inertial forward–backward methods for solving vector optimization problems
• Inexact projected gradient method for vector optimization
• Production equilibria
• On the convergence of the projected gradient method for vector optimization

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