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.
- Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007.
"Asset market equilibrium with short-selling and differential information,"
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).
- Daher, Wassim & Martins-da-Rocha, Victor-Filipe & Vailakis, Yiannis, 2007. "Asset market equilibrium with short-selling and differential information," Economics Papers from University Paris Dauphine 123456789/2967, Paris Dauphine University.
- Thai Ha-Huy & Cuong Le Van, 2014.
"Arbitrage and asset market equilibrium in finite dimensional economies with short-selling and risk-averse expected utilities,"
2014-122, Department of Research, Ipag Business School.
- Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2014. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Working Papers 2014-100, Department of Research, Ipag Business School.
- 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.
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