Pages that link to "Item:Q3793896"

The following pages link to Arbitrage and the Existence of Competitive Equilibrium (Q3793896):

Displayed 39 items.

• Equilibria in the capital market with non-homogeneous investors (Q678002) ‎ (← links)
• Asset market equilibrium in infinite dimensional complete markets (Q756627) ‎ (← links)
• Arbitrage, rationality, and equilibrium (Q806831) ‎ (← links)
• Arbitrage and equilibrium in unbounded exchange economies with satiation (Q855364) ‎ (← links)
• Coherent risk measure, equilibrium and equilibrium pricing (Q865612) ‎ (← links)
• No-arbitrage equilibria with differential information: an existence proof (Q873901) ‎ (← links)
• No-arbitrage condition and existence of equilibrium with dividends (Q878001) ‎ (← links)
• Walras and dividends equilibrium with possibly satiated consumers (Q932762) ‎ (← links)
• Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation (Q952699) ‎ (← links)
• Arbitrage and asset prices (Q1278560) ‎ (← links)
• Portfolio dominance and optimality in infinite security markets (Q1300362) ‎ (← links)
• On the different notions of arbitrage and existence of equilibrium (Q1306765) ‎ (← links)
• The partnered core of an economy and the partnered competitive equilibrium (Q1350860) ‎ (← links)
• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium (Q1350862) ‎ (← links)
• Limited arbitrage is necessary and sufficient for the non-emptiness of the core (Q1350870) ‎ (← links)
• Arbitrage and the flattening effect of large numbers (Q1381961) ‎ (← links)
• A topological invariant for competetive markets (Q1383902) ‎ (← links)
• Arbitrage, equilibrium, and gains from trade: A counterexample (Q1383905) ‎ (← links)
• Strategic market games: an introduction. (Q1401104) ‎ (← links)
• Arbitrage, duality and asset equilibria (Q1590381) ‎ (← links)
• Inconsequential arbitrage (Q1592521) ‎ (← links)
• Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) ‎ (← links)
• An equilibrium existence result with short selling (Q1850144) ‎ (← links)
• The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) ‎ (← links)
• Arbitrage and price revelation with asymmetric information and incomplete markets (Q1867778) ‎ (← links)
• Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales (Q1890922) ‎ (← links)
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) ‎ (← links)
• Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset (Q1961270) ‎ (← links)
• Arbitrage approximation theory (Q1972343) ‎ (← links)
• The arbitrage pricing theorem with incomplete preferences (Q2381462) ‎ (← links)
• Risky arbitrage, asset prices, and externalities (Q2458434) ‎ (← links)
• Construction of a state space for interrelated securities with an application to temporary equilibrium theory (Q2564220) ‎ (← links)
• Asset market equilibrium with short-selling and differential information (Q2642874) ‎ (← links)
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235) ‎ (← links)
• EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) ‎ (← links)
• Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹ (Q4345930) ‎ (← links)
• Perspectives of Risk Sharing (Q4791988) ‎ (← links)
• Increasing cones, recession cones and global cones (Q4949184) ‎ (← links)
• A two-stage core with applications to asset market and differential information economiesw (Q5316191) ‎ (← links)