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Overlapping expectations and Hart's conditions for equilibrium in a securities model

Citations

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Cited by:

  1. Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007. "Asset market equilibrium with short-selling and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 425-446, September.
  2. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. Chichilnisky, Graciela, 1997. "A topological invariant for competitive markets," Journal of Mathematical Economics, Elsevier, vol. 28(4), pages 445-469, November.
  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. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Post-Print halshs-00746975, HAL.
  6. Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
  7. repec:ebl:ecbull:v:4:y:2003:i:1:p:1-7 is not listed on IDEAS
  8. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Documents de travail du Centre d'Economie de la Sorbonne 12053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  9. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 661-674, September.
  10. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo.
  11. Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., "undated". "Arbitrage, Equilibrium, and Nonsatiation," Economic Research Papers 269411, University of Warwick - Department of Economics.
  12. Martins-da-Rocha, V. Filipe & Monteiro, Paulo K., 2009. "Unbounded exchange economies with satiation: How far can we go?," Journal of Mathematical Economics, Elsevier, vol. 45(7-8), pages 465-478, July.
  13. 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.
  14. Ha-Huy, Thai & Le Van, Cuong, 2017. "Existence of equilibrium on asset markets with a countably infinite number of states," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 44-53.
  15. Jean Pietro Bonaldi Var√≥n, 2008. "Existence of Equilibrium in Financial Markets: Hart¬¥s Securities Exchange Model with Consumption in the First Period," Documentos CEDE 6711, Universidad de los Andes, Facultad de Economía, CEDE.
  16. Danilov, Vladimir & Koshovoy, Gleb & Page, Frank & Wooders, Myrna, 2011. "Existence of equilibrium with unbounded short sales: A new approach," MPRA Paper 37778, University Library of Munich, Germany, revised Mar 2012.
  17. Cuong Van & Frank Page & Myrna Wooders, 2007. "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 475-491, December.
  18. Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., 2002. "Arbitrage, Equilibrium, and Nonsatiation," Economic Research Papers 269411, University of Warwick - Department of Economics.
  19. Sjur Flåm, 2009. "Pooling, pricing and trading of risks," Annals of Operations Research, Springer, vol. 165(1), pages 145-160, January.
  20. Nizar Allouch, 2003. "A note on two notions of arbitrage," Economics Bulletin, AccessEcon, vol. 4(1), pages 1-7.
  21. 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.
  22. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722035, HAL.
  23. Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
  24. PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000. "Inconsequential arbitrage," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
  25. Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998. "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 347-366, October.
  26. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875.
  27. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
  28. Allouch, Nizar, 2001. "A note on two notions of arbitrage," The Warwick Economics Research Paper Series (TWERPS) 623, University of Warwick, Department of Economics.
  29. Page Jr., Frank H. & Wooders, Myrna Holtz, 1996. "The Partnered Core of an Economy and the Partnered Competitive Equilibrium," Economics Letters, Elsevier, vol. 52(2), pages 143-152, August.
  30. Lionel de Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Post-Print halshs-01164142, HAL.
  31. Lionel de Boisdeffre, 2011. "Price uncertainty and the existence of financial equilibrium," Post-Print halshs-00587701, HAL.
  32. Makowski, Louis & Ostroy, Joseph M., 1998. "Arbitrage and the Flattening Effect of Large Numbers," Journal of Economic Theory, Elsevier, vol. 78(1), pages 1-31, January.
  33. Le Van, Cuong & Page, Frank H., Jr. & Wooders, Myrna H., "undated". "Arbitrage and Equilibrium in Economies with Externalities," Economic Research Papers 269359, University of Warwick - Department of Economics.
  34. Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  35. Joseph M. Ostroy, 1995. "Arbitrage of the Flattening Effect of Large Numbers," UCLA Economics Working Papers 737, UCLA Department of Economics.
  36. Monteiro, Paulo K. & Page, Frank Jr. & Wooders, Myrna Holtz, 1997. "Arbitrage, equilibrium, and gains from trade: A counterexample," Journal of Mathematical Economics, Elsevier, vol. 28(4), pages 481-501, November.
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