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On the different notions of arbitrage and existence of equilibrium

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Author Info
Dana, Rose-Anne
Le Van, Cuong
Magnien, François

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Abstract

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Publisher Info
Paper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 9616.

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Length: 28 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:cpm:cepmap:9616

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  1. Cuong Le Van & Nguyen Ba Minh, 2007. "No-arbitrage condition and existence of equilibrium with dividends," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101177_v1, HAL. [Downloadable!]
  2. Martins-da-Rocha, V. F. & Monteiro, Paulo Klinger, 2007. "Unbounded exchange economies with satiation: how far can we go?," Economics Working Papers (Ensaios Economicos da EPGE) 646, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    Other versions:
  3. Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society. [Downloadable!]
    Other versions:
  4. Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096040_v1, HAL. [Downloadable!]
    Other versions:
  5. Manh-Hung Nguyen & Thai Ha-Huy, 2008. "No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions: The circular results," THEMA Working Papers 2008-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:
  6. Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007. "Asset market equilibrium with short-selling and differential information," Economic Theory, Springer, vol. 32(3), pages 425-446, September. [Downloadable!] (restricted)
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  7. Cuong Van & Frank Page & Myrna Wooders, 2007. "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer, vol. 33(3), pages 475-491, December. [Downloadable!] (restricted)
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  8. NGUYEN Manh-Hung & HA-HUY Thai, 2008. "No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; Equivalent conditions," Working Papers 08.23.267, LERNA, University of Toulouse. [Downloadable!]
  9. Giacomo Aletti & Vincenzo Capasso, 2003. "Notes and Comments: Profitability in a multiple strategy market," Decisions in Economics and Finance, Springer, vol. 26(2), pages 145-152, November. [Downloadable!] (restricted)
  10. Le Van, C. & Page, F.H.Jr. & Wooders, M., 2001. "Arbitrage and Equilibrium in Economies with Externalities," The Warwick Economics Research Paper Series (TWERPS) 588, University of Warwick, Department of Economics. [Downloadable!]
  11. 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!]
  12. Allouch, Nizar & Van, Cuong Le & Page Jr. Frank H., 2002. "Arbitrage, Equilibrium And Nonsatiation," The Warwick Economics Research Paper Series (TWERPS) 637, University of Warwick, Department of Economics. [Downloadable!]
    Other versions:
  13. Nizar Allouch, 2003. "A note on two notions of arbitrage," Economics Bulletin, Economics Bulletin, vol. 4(1), pages 1-7. [Downloadable!]
    Other versions:
  14. Rose-Anne Dana & Cuong Le Van, 2008. "Overlapping sets of priors and the existence ofefficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00308530_v1, HAL. [Downloadable!]
  15. D. Won & G. Hahn & N. Yannelis, 2008. "Capital market equilibrium without riskless assets: heterogeneous expectations," Annals of Finance, Springer, vol. 4(2), pages 183-195, March. [Downloadable!] (restricted)
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This page was last updated on 2009-11-8.

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