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Asset market equilibrium in infinite dimensional complete markets

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Author Info
Cheng, Harrison H. C.
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File URL: http://www.sciencedirect.com/science/article/B6VBY-45829DB-1J/2/a51ca479dc57cfeffc23fa471339284e
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 20 (1991)
Issue (Month): 1 ()
Pages: 137-152
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Handle: RePEc:eee:mateco:v:20:y:1991:i:1:p:137-152

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  1. Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007. "Asset market equilibrium with short-selling and differential information," Economic Theory, Springer, vol. 32(3), pages 425-446, September. [Downloadable!] (restricted)
    Other versions:
  2. Brown, Donald & Werner, Jan, 1993. "Arbitrage and Existence of Equilibrium in Infinite Asset Markets," Working Papers 825, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Other versions:
  3. Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society. [Downloadable!]
    Other versions:
  4. Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Cahiers de la Maison des Sciences Economiques b05098, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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This page was last updated on 2009-11-7.


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