Pages that link to "Item:Q4834021"

The following pages link to Arbitrage and Existence of Equilibrium in Infinite Asset Markets (Q4834021):

Displaying 20 items.

• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• A note on the equilibrium theory of economies with asymmetric information (Q478101) (← links)
• Equilibrium analysis in financial markets with countably many securities (Q707386) (← links)
• Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← links)
• Portfolio dominance and optimality in infinite security markets (Q1300362) (← links)
• On the different notions of arbitrage and existence of equilibrium (Q1306765) (← links)
• Diversification and equilibrium in securities markets (Q1367763) (← 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)
• The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) (← links)
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) (← links)
• Equilibrium of a production economy with non-compact attainable allocations set (Q2417251) (← 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)
• Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (Q2634480) (← links)
• Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
• OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
• EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)