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Arbitrage and asset market equilibrium in infinite dimensional economies with short

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

Abstract

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Suggested Citation

  • Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2014. "Arbitrage and asset market equilibrium in infinite dimensional economies with short," Working Papers 2014-100, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-100
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    References listed on IDEAS

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    1. Donald J. Brown & Jan Werner, 1995. "Arbitrage and Existence of Equilibrium in Infinite Asset Markets," Review of Economic Studies, Oxford University Press, vol. 62(1), pages 101-114.
    2. 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.
    3. Geistdoerfer-Florenzano, Monique, 1982. "The gale-nikaido-debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 113-134, January.
    4. PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000. "Inconsequential arbitrage," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
    5. 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.
    6. Page, Frank Jr., 1987. "On equilibrium in Hart's securities exchange model," Journal of Economic Theory, Elsevier, vol. 41(2), pages 392-404, April.
    7. Cheng, Harrison H. C., 1991. "Asset market equilibrium in infinite dimensional complete markets," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 137-152.
    8. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-1418, November.
    9. Chichilnisky Graciela & Heal Geoffrey M., 1993. "Competitive Equilibrium in Sobolev Spaces without Bounds on Short Sales," Journal of Economic Theory, Elsevier, vol. 59(2), pages 364-384, 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. Lars Tyge Nielsen, 1989. "Asset Market Equilibrium with Short-Selling," Review of Economic Studies, Oxford University Press, vol. 56(3), pages 467-473.
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    Cited by:

    1. repec:ipg:wpaper:2014-560 is not listed on IDEAS
    2. repec:ipg:wpaper:2014-604 is not listed on IDEAS
    3. repec:ipg:wpaper:2014-511 is not listed on IDEAS
    4. repec:ipg:wpaper:2014-556 is not listed on IDEAS
    5. repec:ipg:wpaper:2014-466 is not listed on IDEAS
    6. repec:ipg:wpaper:2014-451 is not listed on IDEAS
    7. repec:ipg:wpaper:2014-452 is not listed on IDEAS
    8. repec:ipg:wpaper:2014-580 is not listed on IDEAS
    9. repec:ipg:wpaper:2014-570 is not listed on IDEAS
    10. repec:ipg:wpaper:2014-510 is not listed on IDEAS

    More about this item

    JEL classification:

    • 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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