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Non-marketed options, non-existence of equilibria, and non-linear prices

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Author Info

  • Aliprantis, Charalambos D.
  • Monteiro, Paulo K.
  • Tourky, Rabee

Abstract

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 114 (2004)
Issue (Month): 2 (February)
Pages: 345-357

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Handle: RePEc:eee:jetheo:v:114:y:2004:i:2:p:345-357

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Web page: http://www.elsevier.com/locate/inca/622869

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References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. Richard, Scott F., 1989. "A new approach to production equilibria in vector lattices," Journal of Mathematical Economics, Elsevier, vol. 18(1), pages 41-56, February.
  2. Back, Kerry, 1988. "Structure of consumption sets and existence of equilibria in infinite-dimensional spaces," Journal of Mathematical Economics, Elsevier, vol. 17(1), pages 89-99, February.
  3. Aliprantis, Charalombos & Burkinshaw, Owen, 1991. "When Is the Core Equivalence Theorem Valid?," Economic Theory, Springer, vol. 1(2), pages 169-82, April.
  4. Aliprantis, Charalambos D. & Tourky, Rabee, 2002. "Markets that don't replicate any option," Economics Letters, Elsevier, vol. 76(3), pages 443-447, August.
  5. Messaoud Deghdak & Monique Florenzano, 1999. "Decentralizing Edgeworth equilibria in economies with many commodities," Economic Theory, Springer, vol. 14(2), pages 297-310.
  6. repec:ltr:wpaper:1997.03 is not listed on IDEAS
  7. C. D. Aliprantis & D. Brown & J. Werner, 1999. "Minimum-Cost Portfolio Insurance," Discussion Paper Serie A 599, University of Bonn, Germany.
  8. Tourky, Rabee, 1998. "A New Approach to the Limit Theorem on the Core of an Economy in Vector Lattices," Journal of Economic Theory, Elsevier, vol. 78(2), pages 321-328, February.
  9. Yannelis, Nicholas C. & Zame, William R., 1986. "Equilibria in Banach lattices without ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 85-110, April.
  10. Aliprantis, Charalambos D. & Tourky, Rabee & Yannelis, Nicholas C., 2001. "A Theory of Value with Non-linear Prices: Equilibrium Analysis beyond Vector Lattices," Journal of Economic Theory, Elsevier, vol. 100(1), pages 22-72, September.
  11. Broadie, Mark & Cvitanic, Jaksa & Soner, H Mete, 1998. "Optimal Replication of Contingent Claims under Portfolio Constraints," Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 59-79.
  12. Cuong Le Van, 1996. "Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in $L^{p}_{+}.$ and Lp (*)," Economic Theory, Springer, vol. 8(1), pages 155-166.
  13. Donald J. Brown & Charalambos Aliprantis & Owen Burkinshaw, 1985. "Edgeworth Equilibria," Cowles Foundation Discussion Papers 756R, Cowles Foundation for Research in Economics, Yale University.
    • Aliprantis, Charalambos D & Brown, Donald J & Burkinshaw, Owen, 1987. "Edgeworth Equilibria," Econometrica, Econometric Society, vol. 55(5), pages 1109-37, September.
  14. Podczeck, Konrad, 1996. "Equilibria in vector lattices without ordered preferences or uniform properness," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 465-485.
  15. Aliprantis, Charalambos D. & Brown, D. J., 1982. "Equilibrium in Markets with a Riesz Space of Commodities," Working Papers 427, California Institute of Technology, Division of the Humanities and Social Sciences.
  16. Edirisinghe, Chanaka & Naik, Vasanttilak & Uppal, Raman, 1993. "Optimal Replication of Options with Transactions Costs and Trading Restrictions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(01), pages 117-138, March.
  17. Araujo, A. & Monteiro, P. K., 1989. "Equilibrium without uniform conditions," Journal of Economic Theory, Elsevier, vol. 48(2), pages 416-427, August.
  18. Aliprantis, Charalambos D. & Brown, Donald J. & Burkinshaw, Owen, 1987. "Edgeworth equilibria in production economies," Journal of Economic Theory, Elsevier, vol. 43(2), pages 252-291, December.
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Citations

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Cited by:
  1. Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
  2. Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie Mathématique et Applications 2000.119, Université Panthéon-Sorbonne (Paris 1).
  3. Tourky, Rabee & Martins-da-Rocha, Victor-Filipe & Florenzano, Monique & Aliprantis, Charalambos, 2004. "Equilibrium analysis in financial markets with countably many securities," Economics Papers from University Paris Dauphine 123456789/601, Paris Dauphine University.
  4. Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques b04116, Université Panthéon-Sorbonne (Paris 1).
  5. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2005. "Linear and non-linear price decentralization," Journal of Economic Theory, Elsevier, vol. 121(1), pages 51-74, March.
  6. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2006. "Production equilibria," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 406-421, August.
  7. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004. "General equilibrium analysis in ordered topological vector spaces," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June.
  8. repec:hal:journl:halshs-00112202 is not listed on IDEAS
  9. Achille Basile & Maria Gabriella Graziano, 2012. "Core Equivalences for Equilibria Supported by Non-linear Prices," CSEF Working Papers 309, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  10. repec:hal:journl:halshs-00086101 is not listed on IDEAS
  11. Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices : anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1).

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