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Arbitrage and equilibrium in economies with infinitely many commodities

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Kreps, David M.

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

Volume (Year): 8 (1981)
Issue (Month): 1 (March)
Pages: 15-35
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Handle: RePEc:eee:mateco:v:8:y:1981:i:1:p:15-35

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  2. Miklós Rásonyi, 2004. "Arbitrage pricing theory and risk-neutral measures," Decisions in Economics and Finance, Springer, vol. 27(2), pages 109-123, December. [Downloadable!] (restricted)
  3. David K. Levine & William Zame, 2001. "Does Market Incompleteness Matter," Levine's Working Paper Archive 78, David K. Levine. [Downloadable!]
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  4. Cox, John C. & Huang, Chi-fu., 1989. "A variational problem arising in financial economics," Working papers 2110-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  5. Klaas Schulze, 2008. "Asymptotic Maturity Behavior of the Term Structure," Bonn Econ Discussion Papers bgse11_2008, University of Bonn, Germany. [Downloadable!]
  6. Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698_v1, HAL. [Downloadable!]
  7. 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!]
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  8. Ben R. Craig & Joseph G. Haubrich, 2003. "Pricing kernels, inflation, and the term structure of interest rates," Working Paper 0308, Federal Reserve Bank of Cleveland. [Downloadable!]
  9. Lars Peter Hansen & Ravi Jagannathan, 1994. "Assessing specification errors in stochastic discount factor models," Staff Report 167, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  10. John H. Cochrane & Lars Peter Hansen, 1993. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  12. Robert E. Hall, 1999. "Aggregate Job Destruction and Inventory Liquidation," NBER Working Papers 6912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Jaime A. Londo\~no, 2003. "State Tameness: A New Approach for Credit Constrains," Quantitative Finance Papers math/0305274, arXiv.org, revised Feb 2004. [Downloadable!]
  14. M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October. [Downloadable!] (restricted)
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