No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions
From MaRDI portal
Publication:845024
DOI10.1016/j.jmateco.2009.05.003zbMath1197.91136MaRDI QIDQ845024
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
91B50: General equilibrium theory
Cites Work
- Unnamed Item
- On equilibrium in Hart's securities exchange model
- 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