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Gross substitution in financial markets

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  • Hens, Thorsten
  • Loeffler, Andras
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    File URL: http://www.sciencedirect.com/science/article/B6V84-3YVCYV2-26/2/a2ad6037d032974adf7a598850c62aa0
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 49 (1995)
    Issue (Month): 1 (July)
    Pages: 39-43

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    Handle: RePEc:eee:ecolet:v:49:y:1995:i:1:p:39-43

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    Web page: http://www.elsevier.com/locate/ecolet

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    1. Rubinstein, Mark, 1974. "An aggregation theorem for securities markets," Journal of Financial Economics, Elsevier, vol. 1(3), pages 225-244, September.
    2. Kirman, Alan, 1989. "The Intrinsic Limits of Modern Economic Theory: The Emperor Has No Clothes," Economic Journal, Royal Economic Society, vol. 99(395), pages 126-39, Supplemen.
    3. Fisher, Franklin M., 1972. "Gross substitutes and the utility function," Journal of Economic Theory, Elsevier, vol. 4(1), pages 82-87, February.
    4. Mitchell, Douglas W, 1994. "Relative Risk Aversion with Arrow-Debreu Securities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 257-58, February.
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    Cited by:
    1. John Quah, 2004. "The Aggregate Weak Axiom in a Financial Economy through Dominant Substitution Effects," Economics Series Working Papers 2004-W18, University of Oxford, Department of Economics.
    2. Bettzuge, Marc Oliver, 1998. "An extension of a theorem by Mitjushin and Polterovich to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 285-300, October.
    3. John Quah, 2006. "Additional Notes on the Comparative Statics of Constrained Optimization Problems," Economics Papers 2006-W09, Economics Group, Nuffield College, University of Oxford.

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