Arbitrage and equilibrium in unbounded exchange economies with satiation

DOI10.1016/J.JMATECO.2006.03.001MaRDI QIDQ855364zbMATH OpenOpenAlexFDO

Authors Nizar Allouch, Cuong Le Van, Frank H. jun. Page

Publication date 7 December 2006

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2006.03.001

zbMATH Keywords

arbitragerecession conesasset market equilibriumnonsatiation

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

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• How to discard 'free disposability' - at no cost
• Inconsequential arbitrage
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• On the different notions of arbitrage and existence of equilibrium
• Overlapping expectations and Hart's conditions for equilibrium in a securities model
• Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
• Temporary General Equilibrium Theory
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
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Cited in

(11)

• Variational methods for equilibrium problems involving quasi-concave utility functions
• Existence of competitive equilibrium in unbounded exchange economies with satiation: a note
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• On equilibrium in Hart's securities exchange model
• Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
• Unbounded exchange economies with satiation: How far can we go?
• Equilibrium theory with satiable and non-ordered preferences
• Higher-order optimality conditions in set-valued optimization with respect to general preference mappings
• A unified treatment of finite and infinite economies: Limited arbitrage is necessary and sufficient for the exisence of equilibrium and the core
• Financial market equilibria with cumulative prospect theory
• scientific article; zbMATH DE number 5116834 (Why is no real title available?)

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