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Citations for "Arbitrage and Existence of Equilibrium in Finite Asset Markets"

by Brown, D.J. & Werner, J.

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  1. repec:hal:journl:halshs-00173787 is not listed on IDEAS
  2. PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000. "Inconsequential arbitrage," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
  3. 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, Université Panthéon-Sorbonne (Paris 1) b05098, Université Panthéon-Sorbonne (Paris 1).
  4. Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner, 1996. "Portfolio Dominance and Optimality in Infinite Security Markets," Discussion Paper Serie B 383, University of Bonn, Germany.
  5. repec:hal:journl:halshs-00102698 is not listed on IDEAS
  6. 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.
  7. repec:hal:journl:halshs-00086096 is not listed on IDEAS
  8. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  9. Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
  10. Martins-da-Rocha, Victor Filipe & Monteiro, Paulo Klinger, 2007. "Unbounded exchange economies with satiation: how far can we go?," Economics Working Papers (Ensaios Economicos da EPGE) 646, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698, HAL.
  12. Charalambos Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
  13. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer, vol. 19(1), pages 113-185, March.
  14. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086096, HAL.
  15. Dana, Rose-Anne & Le Van, Cuong, 1996. "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange) 9613, CEPREMAP.
  16. Rose-Anne Dana, 2011. "Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities," Post-Print hal-00655172, HAL.
  17. 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.
  18. repec:hal:journl:halshs-00086810 is not listed on IDEAS
  19. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.