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Portfolio Dominance and Optimality in Infinite Security Markets

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Author Info
Aliprantis, C. D., D. J. Brown, I. A. Polyrakis, and J. Werner

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Abstract

The most natural way of ordering portfolios is by comparing their payoffs. If a portfolio has a payoff higher than the payoff of another portfolio, then it is greater than the other portfolio. This order is called the portfolio dominance order. An important property that a portfolio dominance order may have is the lattice property. It requires that the supremum and the infimum of any two portfolios are well-defined. The lattice property implies that such portfolio investment strategies as portfolio insurance or hedging an option's payoff are well-defined. The lattice property of the portfolio dominance order plays an important role in the optimality and equilibrium analysis of markets with infinitely many securities with simple (i.e., arbitrary finite) portfolio holdings. If the portfolio dominance order is a lattice order and has a Yudin basis, then optimal portfolio allocations and equilibria in securities markets do exist. Yudin basis constitutes a system of mutual funds of securities such that trading mutual funds provides spanning opportunities, and that the restriction of no short sales of mutual funds is equivalent to the restriction of non-negative wealth.

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Publisher Info
Paper provided by University of Bonn, Germany in its series Discussion Paper Serie B with number 383.

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Length: pages
Date of creation: Jul 1996
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Handle: RePEc:bon:bonsfb:383

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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 9221
Web page: http://www.bgse.uni-bonn.de/index.php?id=517

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Related research
Keywords: securities markets portfolio dominance equilibrium Yudin basis

Other versions of this item:

Find related papers by JEL classification:
D41 - Microeconomics - - Market Structure and Pricing - - - Perfect Competition
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

Cited by:
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  1. Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques b04116, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  2. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Post-Print halshs-00086096_v1, HAL. [Downloadable!]
  3. Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices : anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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