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

Volume (Year): 71 (1996)
Issue (Month): 2 (November)
Pages: 313-323

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Handle: RePEc:eee:jetheo:v:71:y:1996:i:2:p:313-323

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

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Cited by:

1. Herings, P.J.J. & Polemarchakis, H., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Open Access publications from Maastricht University urn:nbn:nl:ui:27-12156, Maastricht University.
   
   • Herings, P. J. J. & Polemarchakis, H., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 133-155, April.
   • P.J.J. Herings & Herakles Polemarchakis, 2001. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Working Papers 2001-28, Brown University, Department of Economics.
   • Herings,P. Jean-Jacques & Polemarchakis,H. M., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
   • Herings,P. Jean-Jacques & Polemarchakis,H. M., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
   • HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," CORE Discussion Papers 2000026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
   
   • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer, vol. 45(1), pages 227-252, October.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
3. P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
   
   • Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
4. Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou, 2004. "On the survival and irreducibility assumptions for financial markets with nominal assets," Cahiers de la Maison des Sciences Economiques b04008, Université Panthéon-Sorbonne (Paris 1).
5. 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.

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