Pages that link to "Item:Q3793896"

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

Displaying 50 items.

• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (Q309841) (← links)
• Hedging, Pareto optimality, and good deals (Q364733) (← links)
• Efficient allocations and equilibria with short-selling and incomplete preferences (Q406266) (← links)
• Reduced equivalent form of a financial structure (Q433147) (← links)
• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• Credit risk in general equilibrium (Q471329) (← links)
• Eliminating useless portfolios in constrained financial economies (Q514489) (← links)
• Equilibrium theory with satiable and non-ordered preferences (Q553535) (← links)
• Financial market equilibria with cumulative prospect theory (Q617572) (← links)
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
• Capital market equilibrium without riskless assets: heterogeneous expectations (Q665810) (← links)
• 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)
• No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions (Q845024) (← links)
• Erratum to ``Walras and dividends equilibrium with possibly satiated consumers'' (Q845611) (← 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)
• Satiation and existence of competitive equilibrium (Q990292) (← links)
• Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← 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)
• Existence of equilibrium on asset markets with a countably infinite number of states (Q1680142) (← links)
• Arbitrage and equilibrium in economies with short-selling and ambiguity (Q1748375) (← 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)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Higher-order optimality conditions in set-valued optimization with respect to general preference mappings (Q2158828) (← links)
• The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
• Equilibrium of a production economy with non-compact attainable allocations set (Q2417251) (← links)