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Article provided by Springer in its journal Annals of Finance.

Volume (Year): 4 (2008)
Issue (Month): 2 (March)
Pages: 183-195
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195

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Related research

Keywords: Asset market equilibrium; Satiation; CAPM; Heterogeneous expectations; G12; G11; D51; D52;

References listed on IDEAS
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1. Yannelis, Nicholas C. & Prabhakar, N. D., 1983. "Existence of maximal elements and equilibria in linear topological spaces," Journal of Mathematical Economics, Elsevier, vol. 12(3), pages 233-245, December. [Downloadable!] (restricted)
2. Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
   Other versions:
   • Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
   • Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July. [Downloadable!] (restricted)
3. Allingham, Michael, 1991. "Existence Theorems in the Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 59(4), pages 1169-74, July. [Downloadable!] (restricted)
4. PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000. "Inconsequential arbitrage," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December. [Downloadable!] (restricted)
   Other versions:
   • Page, F.H.Jr. & Wooders, M.H. & Monteiro, P.K., 1999. "Inconsequential Arbitrage," The Warwick Economics Research Paper Series (TWERPS) 561, University of Warwick, Department of Economics. [Downloadable!]
5. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-18, November. [Downloadable!] (restricted)
6. Allouch, Nizar, 2002. "An equilibrium existence result with short selling," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 81-94, April. [Downloadable!] (restricted)
7. Hart, Oliver D., 1974. "On the existence of equilibrium in a securities model," Journal of Economic Theory, Elsevier, vol. 9(3), pages 293-311, November. [Downloadable!] (restricted)
8. Nizar Allouch & Cuong Le Van, 2006. "Walras and Dividends Equilibrium with Possibly Satiated Consumers," Working Papers 555, Queen Mary, University of London, Department of Economics. [Downloadable!]
   Other versions:
   • Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Working Papers 08, Development and Policies Research Center (DEPOCEN), Vietnam. [Downloadable!]
   • Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Documents de travail du Centre d'Economie de la Sorbonne b08010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
   • Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00241543_v1, HAL. [Downloadable!]
   • Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101189_v2, HAL. [Downloadable!]
   • Allouch, Nizar & Le Van, Cuong, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 907-918, September. [Downloadable!] (restricted)
9. Nielsen, Lars Tyge, 1990. "Equilibrium in CAPM without a Riskless Asset," Review of Economic Studies, Blackwell Publishing, vol. 57(2), pages 315-24, April. [Downloadable!] (restricted)

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