Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach
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Bibliographic InfoPaper provided by Toulouse - GREMAQ in its series Papers with number 95.388.
Length: 19 pages
Date of creation: 1996
Date of revision:
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ECONOMETRICS; MATHEMATICS; DEMAND;
Other versions of this item:
- Dana, R. A. & Le Van, C., 1996. "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 263-280.
- C00 - Mathematical and Quantitative Methods - - General - - - General
- D10 - Microeconomics - - Household Behavior - - - General
- D19 - Microeconomics - - Household Behavior - - - Other
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- Peter Bank & Dmitry Kramkov, 2013. "The stochastic field of aggregate utilities and its saddle conjugate," Papers 1310.7280, arXiv.org.
- Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2011. "Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities," LERNA Working Papers 11.12.346, LERNA, University of Toulouse.
- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005.
"Asset market equilibrium with short-selling and differential information,"
UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers)
- 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.
- 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).
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