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Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities

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  • Ha-Huy, Thai
  • Le Van, Cuong
  • Nguyen, Manh-Hung

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File URL: http://www2.toulouse.inra.fr/lerna/travaux/cahiers2011/11.12.346.pdf
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Paper provided by LERNA, University of Toulouse in its series LERNA Working Papers with number 11.12.346.

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Date of creation: Jun 2011
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Handle: RePEc:ler:wpaper:24779

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  1. Le Van, Cuong & Dana, Rose-Anne, 2010. "Overlapping Risk Adjusted Sets of Priors and the Existence of Efficient Allocations and Equilibria with Short-Selling," Economics Papers from University Paris Dauphine 123456789/5045, Paris Dauphine University.
  2. Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001. "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS) 598, University of Warwick, Department of Economics.
  3. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-18, November.
  4. Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
  5. PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000. "Inconsequential arbitrage," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
  6. Nielsen, Lars Tyge, 1989. "Asset Market Equilibrium with Short-Selling," Review of Economic Studies, Wiley Blackwell, vol. 56(3), pages 467-73, July.
  7. 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.
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