Arbitrage and equilibrium in unbounded exchange economies with satiation
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Publication:855364
DOI10.1016/J.JMATECO.2006.03.001zbMATH Open1173.91415OpenAlexW2108294149MaRDI QIDQ855364FDOQ855364
Frank H. jun. Page, Cuong Le Van, Nizar Allouch
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
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Cited In (10)
- Variational methods for equilibrium problems involving quasi-concave utility functions
- 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
- Title not available (Why is that?)
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