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The arbitrage pricing theorem with incomplete preferences

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Author Info
Kelsey, David
Yalcin, Erkan

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Article provided by Elsevier in its journal Mathematical Social Sciences.

Volume (Year): 54 (2007)
Issue (Month): 1 (July)
Pages: 90-105
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Handle: RePEc:eee:matsoc:v:54:y:2007:i:1:p:90-105

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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. Haller, Hans, 1991. "Corporate Production and Shareholder Cooperation under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 823-42, November. [Downloadable!] (restricted)
  2. Connor, Gregory, 1984. "A unified beta pricing theory," Journal of Economic Theory, Elsevier, vol. 34(1), pages 13-31, October. [Downloadable!] (restricted)
  3. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March. [Downloadable!] (restricted)
  4. Shafer, Wayne J., 1976. "Equilibrium in economies without ordered preferences or free disposal," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 135-137, July. [Downloadable!] (restricted)
  5. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-18, November. [Downloadable!] (restricted)
  6. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May. [Downloadable!] (restricted)
  7. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December. [Downloadable!] (restricted)
  8. Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June. [Downloadable!] (restricted)
  9. Wooders, M., 1994. "The Partnered Core of an Economy," UFAE and IAE Working Papers 279.94, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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  10. Kelsey David & Milne Frank, 1995. "The Arbitrage Pricing Theorem with Non-expected Utility Preferences," Journal of Economic Theory, Elsevier, vol. 65(2), pages 557-574, April. [Downloadable!] (restricted)
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  11. Bergstrom, Theodore C. & Parks, Robert P. & Rader, Trout, 1976. "Preferences which have open graphs," Journal of Mathematical Economics, Elsevier, vol. 3(3), pages 265-268, December. [Downloadable!] (restricted)
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  12. Mas-Colell, Andrew, 1974. "An equilibrium existence theorem without complete or transitive preferences," Journal of Mathematical Economics, Elsevier, vol. 1(3), pages 237-246, December. [Downloadable!] (restricted)
  13. Rigotti, L., 1998. "Imprecise beliefs in a principal agent model," Discussion Paper 128, Tilburg University, Center for Economic Research. [Downloadable!]
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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. Erkan Yalcin, 2002. "Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences," GE, Growth, Math methods 0204002, EconWPA. [Downloadable!]
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