This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Diversification and Equilibrium in Securities Markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Werner, Jan
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Economic Theory .
Volume (Year): 75 (1997)
Issue (Month): 1 (July)
Pages: 89-103
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jetheo:v:75:y:1997:i:1:p:89-103Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622869
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
Cited by : (explanations , 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.)Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174539_v1, HAL.
[Downloadable!]
Other versions:
Mukerji, S. & Tallon, J.-M., 1999.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Papiers d'Economie Mathématique et Applications
1999-28, Université Panthéon-Sorbonne (Paris 1).
Sujoy Mukerji & Jean-Marc Tallon, 2000.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Economics Series Working Papers
046, University of Oxford, Department of Economics.
[Downloadable!] Mukerji, Sujoy & Tallon, Jean-Marc, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 68(4), pages 883-904, October.
M Ali Khan & Yeneng Sun, 2002.
"Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets ,"
Economics Working Paper Archive
483, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Other versions:
Khan, M. Ali & Sun, Yeneng, 2001.
"Exact Arbitrage, Well-Diversified Portfolios and Asset Pricing in Large Markets ,"
Economics Working Papers (Ensaios Economicos da EPGE)
420, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] Khan, M. Ali & Sun, Yeneng, 2003.
"Exact arbitrage, well-diversified portfolios and asset pricing in large markets ,"
Journal of Economic Theory ,
Elsevier, vol. 110(2), pages 337-373, June.
[Downloadable!] (restricted)
Access and
download statistics Did you know? Authors can create their own profile with links to their works on the RePEc Author Service .
This page was last updated on 2009-12-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .