The following pages link to Arbitrage and asset prices (Q1278560):
Displaying 10 items.
- Efficient allocations and equilibria with short-selling and incomplete preferences (Q406266) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- Arbitrage and asset prices (Q1278560) (← links)
- On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium (Q1350862) (← links)
- Arbitrage, equilibrium, and gains from trade: A counterexample (Q1383905) (← links)
- Arbitrage, duality and asset equilibria (Q1590381) (← links)
- Risky arbitrage, asset prices, and externalities (Q2458434) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
