No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions

DOI10.1016/J.JMATECO.2009.05.003zbMATH Open1197.91136OpenAlexW2088353450MaRDI QIDQ845024FDOQ845024

Authors: Manh-Hung Nguyen, Ha-Huy Thai 

Publication date: 5 February 2010

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

Full work available at URL: http://publications.ut-capitole.fr/3170/1/nguyenhahuyjme2009.pdf

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zbMATH Keywords

equilibriumrecession conearbitrage

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites Work

• Title not available (Why is that?)
• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
• The geometry of arbitrage and the existence of competitive equilibrium.
• Arbitrage and the Existence of Competitive Equilibrium
• Extremum problems in the presence of restrictions
• On equilibrium in Hart's securities exchange model

Cited In (1)

• The geometry of arbitrage and the existence of competitive equilibrium.

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