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! ]

Inconsequential arbitrage

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
PageJr., Frank H.
Wooders, Myrna H.
Monteiro, Paulo K.

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
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 file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6VBY-41MJ1RP-1/2/d7bcc70f2ef04e1f40de1be80763eea2
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

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.

Publisher Info
Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 34 (2000)
Issue (Month): 4 (December)
Pages: 439-469
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:eee:mateco:v:34:y:2000:i:4:p:439-469

Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
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.)
  1. Paulo Klinger Monteiro & Victor Filipe Martins-da-Rocha, 2007. "Unbounded exchange economies with satiation: how far can we go?," Economics Working Papers (Ensaios Economicos da EPGE) 646, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  2. 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:
  3. Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Post-Print halshs-00096040_v1, HAL. [Downloadable!]
    Other versions:
  4. Cuong Van & Frank Page & Myrna Wooders, 2007. "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer, vol. 33(3), pages 475-491, December. [Downloadable!] (restricted)
    Other versions:
  5. Le Van, C. & Page, F.H.Jr. & Wooders, M., 2001. "Arbitrage and Equilibrium in Economies with Externalities," The Warwick Economics Research Paper Series (TWERPS) 588, University of Warwick, Department of Economics. [Downloadable!]
  6. Allouch, Nizar, 2001. "A note on two notions of arbitrage," The Warwick Economics Research Paper Series (TWERPS) 623, University of Warwick, Department of Economics. [Downloadable!]
    Other versions:
  7. Allouch, Nizar & Van, Cuong Le & Page Jr. Frank H., 2002. "Arbitrage, Equilibrium And Nonsatiation," The Warwick Economics Research Paper Series (TWERPS) 637, University of Warwick, Department of Economics. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2008-10-2.

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.