Asset Equilibria in Lp spaces with complete markets: A duality approach
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 25 (1996)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/jmateco
Other versions of this item:
- Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
- C00 - Mathematical and Quantitative Methods - - General - - - General
- D10 - Microeconomics - - Household Behavior - - - General
- D19 - Microeconomics - - Household Behavior - - - Other
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- 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).
- 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.
- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00173787, HAL.
- Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2011. "Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities," LERNA Working Papers 11.12.346, LERNA, University of Toulouse.
- Peter Bank & Dmitry Kramkov, 2013. "The stochastic field of aggregate utilities and its saddle conjugate," Papers 1310.7280, arXiv.org.
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