Asset market equilibrium in infinite dimensional complete markets
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Recommendations
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- Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets
Cites work
- An equilibrium existence theorem
- Arbitrage and equilibrium in economies with infinitely many commodities
- Arbitrage and the Existence of Competitive Equilibrium
- Asset Market Equilibrium with Short-Selling
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- scientific article; zbMATH DE number 3678488 (Why is no real title available?)
- scientific article; zbMATH DE number 3487161 (Why is no real title available?)
- scientific article; zbMATH DE number 3576139 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- scientific article; zbMATH DE number 3187148 (Why is no real title available?)
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
- Martingales and arbitrage in multiperiod securities markets
- On equilibrium in Hart's securities exchange model
- Proper preferences and quasi-concave utility functions
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- The Existence of "Compensated Equilibrium" and the Structure of the Pareto Efficiency Frontier
- The Price Equilibrium Existence Problem in Topological Vector Lattices
- The pricing of options and corporate liabilities
- WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
Cited in
(25)- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Portfolio dominance and optimality in infinite security markets
- On the different notions of arbitrage and existence of equilibrium
- Arbitrage, duality and asset equilibria
- Asset market equilibrium in L^p spaces with separable utilities
- Existence of equilibrium on asset markets with a countably infinite number of states
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in \(L_ +^ p\) and \(L^ p\)
- Competitive equilibria in a comonotone market
- Equilibrium of a production economy with non-compact attainable allocations set
- A note on extremality and completeness in financial markets with infinitely many risky assets
- Existence of competitive equilibrium of large security-spot market with incomplete asset structure
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
- Asset market equilibrium with short-selling and differential information
- Equilibrium pricing in incomplete markets under translation invariant preferences
- Existence of equilibrium on incomplete financial market with a measurable space of agents
- Asset Market Equilibrium with Short-Selling
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- A note on the equilibrium theory of economies with asymmetric information
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets
- Synergy effect of cooperative investment
- General equilibrium in asset markets with or without short-selling
- Pareto efficiency and financial fairness under limited expected loss constraint
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