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Efficient allocations and Equilibria with short

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  • R.A Dana
  • C. Le Van

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  • R.A Dana & C. Le Van, 2014. "Efficient allocations and Equilibria with short," Working Papers 2014-61, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-61
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    File URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_061.pdf
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    References listed on IDEAS

    as
    1. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," PSE-Ecole d'économie de Paris (Postprint) halshs-00308530, HAL.
    2. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
    3. Luca Rigotti & Chris Shannon, 2005. "Uncertainty and Risk in Financial Markets," Econometrica, Econometric Society, vol. 73(1), pages 203-243, January.
    4. Dana, R.A. & Le Van, C., 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2186-2202, November.
    5. Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
    6. repec:dau:papers:123456789/5045 is not listed on IDEAS
    7. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," PSE-Ecole d'économie de Paris (Postprint) halshs-00470670, HAL.
    8. Rose-Anne Dana & Cuong Le Van, 2007. "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188761, HAL.
    9. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
    10. 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.
    11. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Econometrica, Econometric Society, vol. 74(6), pages 1447-1498, November.
    12. repec:ipg:wpaper:2013-016 is not listed on IDEAS
    13. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Post-Print halshs-00470670, HAL.
    14. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Post-Print halshs-00308530, HAL.
    15. repec:dau:papers:123456789/2342 is not listed on IDEAS
    16. repec:ipg:wpaper:16 is not listed on IDEAS
    17. repec:dau:papers:123456789/11268 is not listed on IDEAS
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    Citations

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    Cited by:

    1. Hye-jin Cho, 2016. "Speculative Bubble Burst," Documents de travail du Centre d'Economie de la Sorbonne 16021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Hye-Jin Cho, 2016. "Speculative Bubble Burst," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01306093, HAL.
    3. Hyejin Cho, 2015. "Speculative Bubble Burst," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01184540, HAL.
    4. Hyejin Cho, 2015. "Speculative Bubble Burst," Working Papers hal-01184540, HAL.
    5. Chakravarty, Surajeet & Kelsey, David, 2015. "Sharing ambiguous risks," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 1-8.
    6. Hye-Jin Cho, 2016. "Speculative Bubble Burst," Post-Print halshs-01306093, HAL.

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