No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities
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- Thai Ha Huy & Cuong Le Van & Manh Hung NGUYEN, 2008. "No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities," LERNA Working Papers 08.27.271, LERNA, University of Toulouse.
References listed on IDEAS
- Page Jr., Frank H. & Wooders, Myrna Holtz, 1996. "A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium," Economics Letters, Elsevier, vol. 52(2), pages 153-162, August.
- PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000.
Journal of Mathematical Economics,
Elsevier, vol. 34(4), pages 439-469, December.
- Page, F.H.Jr. & Wooders, M.H. & Monteiro, P.K., 1999. "Inconsequential Arbitrage," The Warwick Economics Research Paper Series (TWERPS) 561, University of Warwick, Department of Economics.
- Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002.
"The geometry of arbitrage and the existence of competitive equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 38(4), pages 373-391, December.
- 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.
- Page, Frank Jr., 1987. "On equilibrium in Hart's securities exchange model," Journal of Economic Theory, Elsevier, vol. 41(2), pages 392-404, April.
More about this item
KeywordsNo-arbitrage Conditions; the two-period wealth model; No Unbouded Arbitrage; Weak No Market Arbitrage;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G1 - Financial Economics - - General Financial Markets
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