Pages that link to "Item:Q3911620"
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The following pages link to Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model (Q3911620):
Displaying 14 items.
- Induced preferences and the theory of the consumer (Q790697) (← links)
- Arbitrage and equilibrium in unbounded exchange economies with satiation (Q855364) (← links)
- Pooling, pricing and trading of risks (Q1026543) (← links)
- Overlapping expectations and Hart's conditions for equilibrium in a securities model (Q1056654) (← links)
- Relaxing the sure-solvency conditions in temporary equilibrium models (Q1066788) (← links)
- Arbitrage and asset prices (Q1278560) (← links)
- On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
- Arbitrage, equilibrium, and gains from trade: A counterexample (Q1383905) (← links)
- Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← links)
- The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) (← links)
- On endogenous formation of price expectations (Q2416662) (← links)
- ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES (Q3125790) (← links)
- Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates<sup>1</sup> (Q4345930) (← links)
- Increasing cones, recession cones and global cones (Q4949184) (← links)
