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Arbitrage and Existence of Equilibrium in Infinite Asset Markets

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Brown, Donald
Werner, Jan

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Paper provided by California Institute of Technology, Division of the Humanities and Social Sciences in its series Working Papers with number 825.

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Date of creation: Feb 1993
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Handle: RePEc:clt:sswopa:825

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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. Cheng, Harrison H. C., 1991. "Asset market equilibrium in infinite dimensional complete markets," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 137-152. [Downloadable!] (restricted)
  2. Chichilniski, G. & Heal, G., 1991. "Competitive Equilibrium in Sobolev Spaces with Unbounded Short Sales," Discussion Papers 1991_32, Columbia University, Department of Economics.
  3. Connor, Gregory, 1984. "A unified beta pricing theory," Journal of Economic Theory, Elsevier, vol. 34(1), pages 13-31, October. [Downloadable!] (restricted)
  4. Nielsen, Lars Tyge, 1990. "Existence of equilibrium in CAPM," Journal of Economic Theory, Elsevier, vol. 52(1), pages 223-231, October. [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. 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)
  7. Chichilnisky,G. & Heal, G.M., 1991. "Competitive Equilibrium in Sobolev spaces with Unbounded Short Sales," Papers fb-_90-291r, Columbia - Graduate School of Business.
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  8. Kreps, David M., 1981. "Arbitrage and equilibrium in economies with infinitely many commodities," Journal of Mathematical Economics, Elsevier, vol. 8(1), pages 15-35, March. [Downloadable!] (restricted)
  9. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December. [Downloadable!] (restricted)
  10. Hammond, Peter J., 1983. "Overlapping expectations and Hart's conditions for equilibrium in a securities model," Journal of Economic Theory, Elsevier, vol. 31(1), pages 170-175, October. [Downloadable!] (restricted)
  11. Nielsen, Lars Tyge, 1989. "Asset Market Equilibrium with Short-Selling," Review of Economic Studies, Blackwell Publishing, vol. 56(3), pages 467-73, July. [Downloadable!] (restricted)
  12. Page, Frank Jr., 1987. "On equilibrium in Hart's securities exchange model," Journal of Economic Theory, Elsevier, vol. 41(2), pages 392-404, April. [Downloadable!] (restricted)
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(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. Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society. [Downloadable!]
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  2. Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Cahiers de la Maison des Sciences Economiques b05098, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  3. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Post-Print halshs-00086096_v1, HAL. [Downloadable!]
  4. Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005. "Risky Arbitage, Asset Prices, and Externalities," Working Papers 0524, Department of Economics, Vanderbilt University. [Downloadable!]
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