Generic non-existence of equilibria in finance models
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Publication:810351
DOI10.1016/0304-4068(91)90005-EzbMATH Open0733.90014OpenAlexW2010870573MaRDI QIDQ810351FDOQ810351
Authors: Aloisio Araujo, Paulo Monteiro 
Publication date: 1991
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(91)90005-e
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Cites Work
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- An Intertemporal General Equilibrium Model of Asset Prices
- The Price Equilibrium Existence Problem in Topological Vector Lattices
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
- Edgeworth Equilibria
- Equilibrium without uniform conditions
- The Consumption-Based Capital Asset Pricing Model
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
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