## Citations for "Arbitrage and equilibrium in economies with infinitely many commodities"

### by Kreps, David M.

- Anthonisz, Sean A., 2012.
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**Asset pricing with partial-moments**," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2122-2135. - Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2004.
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**On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria**," Mathematical Finance, Wiley Blackwell, vol. 14(2), pages 201-221.- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2002.
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**On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria**," Bonn Econ Discussion Papers bgse24_2002, University of Bonn, Germany.

- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2002.
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- Wang, Tan, 2001.
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**Equilibrium with new investment opportunities**," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1751-1773, November. - Miklós Rásonyi, 2004.
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**Arbitrage pricing theory and risk-neutral measures**," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 109-123, December. - Hindy, Ayman, 1995.
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**Viable prices in financial markets with solvency constraints**," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 105-135. - Jouini, Elyes, 2001.
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**Arbitrage and control problems in finance: A presentation**," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.- Elyès Jouini, 2001.
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**Arbitrage and Control Problems in Finance. Presentation**," Post-Print halshs-00167152, HAL.

- Elyès Jouini, 2001.
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- Constantinos Kardaras, 2010.
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**Free Lunch**," Papers 1002.2741, arXiv.org. - W. Schachermayer, 1994.
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**Martingale Measures For Discrete-Time Processes With Infinite Horizon**," Mathematical Finance, Wiley Blackwell, vol. 4(1), pages 25-55. - Leitner Johannes, 2006.
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**Monetary utility over coherent risk ratios**," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-15, July. - Cox, John C. & Huang, Chi-fu., 1989.
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**A variational problem arising in financial economics**," Working papers 2110-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. - Tian, Weidong, 2014.
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**Spanning with indexes**," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 111-118. - John H. Cochrane & Lars Peter Hansen, 1992.
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**Asset Pricing Explorations for Macroeconomics**," NBER Chapters,in: NBER Macroeconomics Annual 1992, Volume 7, pages 115-182 National Bureau of Economic Research, Inc.- John H. Cochrane & Lars Peter Hansen, 1992.
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**Asset Pricing Explorations for Macroeconomics**," NBER Working Papers 4088, National Bureau of Economic Research, Inc.

- John H. Cochrane & Lars Peter Hansen, 1992.
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- Niushan Gao & Foivos Xanthos, 2016.
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**Option spanning beyond $L_p$-models**," Papers 1603.01288, arXiv.org, revised Sep 2016. - Mas-Colell, Andreu & Zame, William R., 1996.
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**The existence of security market equilibrium with a non-atomic state space**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84. - Alessandro Fiori Maccioni, 2011.
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**Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox**," Papers 1106.5274, arXiv.org, revised Sep 2011. - Napp, Clotilde, 2001.
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**Pricing issues with investment flows Applications to market models with frictions**," Journal of Mathematical Economics, Elsevier, vol. 35(3), pages 383-408, June. - Jovanovic, Franck & Schinckus, Christophe, 2016.
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**Breaking down the barriers between econophysics and financial economics**," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266. - Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999.
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**On the Different Notions of Arbitrage and Existence of Equilibrium**," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996.
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**On the different notions of arbitrage and existence of equilibrium**," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP. - Dana, R.-A. & Le Van, C. & Magnien, F., 1999.
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**On the Different Notions of Arbitrage and Existence of Equilibrium**," Papiers d'Economie MathÃ©matique et Applications 1999.34, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).

- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996.
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- Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011.
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**Intertemporal asset pricing and the marginal utility of wealth**," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 227-244, March. - Ben R. Craig & Joseph G. Haubrich, 2003.
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**Pricing kernels, inflation, and the term structure of interest rates**," Working Paper 0308, Federal Reserve Bank of Cleveland. - Constantinos Kardaras, 2009.
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**Finitely additive probabilities and the Fundamental Theorem of Asset Pricing**," Papers 0911.5503, arXiv.org. - Brown, Donald J & Ross, Stephen A, 1991.
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**Spanning, Valuation and Options**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 3-12, January.- Donald J. Brown & Stephen A. Ross, 1988.
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**Spanning, Valuation and Options**," Cowles Foundation Discussion Papers 873, Cowles Foundation for Research in Economics, Yale University.

- Donald J. Brown & Stephen A. Ross, 1988.
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- Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010.
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**The fundamental theorem of asset pricing for continuous processes under small transaction costs**," Annals of Finance, Springer, vol. 6(2), pages 157-191, March. - Cuong Van & Frank Page & Myrna Wooders, 2007.
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**Risky arbitrage, asset prices, and externalities**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 475-491, December.- Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005.
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**Risky Arbitage, Asset Prices, and Externalities**," Vanderbilt University Department of Economics Working Papers 0524, Vanderbilt University Department of Economics. - Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007.
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**Risky Arbitrage, Asset Prices, and Externalities**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698, HAL.

- Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005.
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- Gianluca Cassese, 2014.
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**Asset Pricing in an Imperfect World**," Papers 1410.6408, arXiv.org. - Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001.
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**Arbitrage and viability in securities markets with fixed trading costs**," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.- Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999.
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**Arbitrage and Viability in Securities Markets with Fixed Trading Costs**," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-. - Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001.
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**Arbitrage and viability in securities markets with fixed trading costs**," Post-Print halshs-00167157, HAL.

- Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999.
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- Dokuchaev, N. G. & Savkin, Andrey V., 2004.
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**Universal strategies for diffusion markets and possibility of asymptotic arbitrage**," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 409-419, June. - Hansen, Lars Peter & Jagannathan, Ravi, 1997.
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**Assessing Specification Errors in Stochastic Discount Factor Models**," Journal of Finance, American Finance Association, vol. 52(2), pages 557-590, June.- Lars Peter Hansen & Ravi Jagannathan, 1994.
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**Assessing specification errors in stochastic discount factor models**," Staff Report 167, Federal Reserve Bank of Minneapolis. - Lars Peter Hansen & Ravi Jagannathan, 1994.
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**Assessing Specification Errors in Stochastic Discount Factor Models**," NBER Technical Working Papers 0153, National Bureau of Economic Research, Inc.

- Lars Peter Hansen & Ravi Jagannathan, 1994.
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- Koehl, Pierre-F. & Pham, Huyen, 2000.
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**Sublinear price functionals under portfolio constraints**," Journal of Mathematical Economics, Elsevier, vol. 33(3), pages 339-351, April. - Koichiro Takaoka & Martin Schweizer, 2014.
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**A note on the condition of no unbounded profit with bounded risk**," Finance and Stochastics, Springer, vol. 18(2), pages 393-405, April. - repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc0ck8ecp is not listed on IDEAS
- Pham, Huyen & Touzi, Nizar, 1999.
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**The fundamental theorem of asset pricing with cone constraints**," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 265-279, March. - George Yungchih Wang, 2012.
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**Evaluating an Investment Project in an Incomplete Market**," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 055-073, June. - Antoine Jacquier & Martin Keller-Ressel, 2015.
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**Implied volatility in strict local martingale models**," Papers 1508.04351, arXiv.org. - Robert E. Hall, 2001.
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**The Stock Market and Capital Accumulation**," American Economic Review, American Economic Association, vol. 91(5), pages 1185-1202, December.- Robert E. Hall, 2000.
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**The stock market and capital accumulation**," Proceedings, Federal Reserve Bank of San Francisco, issue Apr.

- Robert E. Hall, 1999.
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**The Stock Market and Capital Accumulation**," NBER Working Papers 7180, National Bureau of Economic Research, Inc.

- Robert E. Hall, 2000.
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- Takuji Arai, 2016.
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**Good deal bounds with convex constraints: --- examples and proofs ---**," Keio-IES Discussion Paper Series 2016-017, Institute for Economics Studies, Keio University. - Loewenstein, Mark & Willard, Gregory A., 2000.
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**Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models**," Journal of Economic Theory, Elsevier, vol. 91(1), pages 17-58, March. - Strahan, Philip E., 1995.
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**Asset returns and economic disasters evidence from the S&L crisis**," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 189-217, August. - David Criens, 2016.
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**Criteria for the Absence and Existence of Arbitrage in Multi-Dimensional Diffusion Markets**," Papers 1609.01621, arXiv.org, revised Apr 2017. - Gianluca Cassese, 2014.
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**Option Pricing in an Imperfect World**," Papers 1406.0412, arXiv.org, revised Sep 2016.- Gianluca Cassese, 2014.
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**Option pricing in an imperfect world**," Working Papers 277, University of Milano-Bicocca, Department of Economics, revised Jun 2014.

- Gianluca Cassese, 2014.
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- Bjork, Tomas, 2009.
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**Arbitrage Theory in Continuous Time**," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742. - repec:dau:papers:123456789/5593 is not listed on IDEAS
- Jaime A. Londo\~no, 2003.
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**State Tameness: A New Approach for Credit Constrains**," Papers math/0305274, arXiv.org, revised Feb 2004. - Kirby, Chris, 1998.
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**The Restrictions on Predictability Implied by Rational Asset Pricing Models**," Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 343-382. - M. Dempster & I. Evstigneev & M. Taksar, 2006.
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**Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model**," Annals of Finance, Springer, vol. 2(4), pages 327-355, October. - Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007.
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**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.- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005.
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**Asset market equilibrium with short-selling and differential information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00173787, HAL. - Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005.
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**Asset market equilibrium with short-selling and differential information**," Cahiers de la Maison des Sciences Economiques b05098, Université Panthéon-Sorbonne (Paris 1).

- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005.
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- Gibson, Rajna & Lhabitant, Francois-Serge & Talay, Denis, 2010.
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**Modeling the Term Structure of Interest Rates: A Review of the Literature**," Foundations and Trends(R) in Finance, now publishers, vol. 5(1–2), pages 1-156, December. - Mattias Jonsson & Jussi Keppo, 2002.
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**Option pricing for large agents**," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(4), pages 261-272. - Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005.
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**Arbitrage and state price deflators in a general intertemporal framework**," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 722-734, September.- Clotilde Napp & Elyès Jouini, 2005.
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**Arbitrage and state price deflators in a general intertemporal framework**," Post-Print halshs-00151526, HAL.

- Clotilde Napp & Elyès Jouini, 2005.
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- Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014.
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**Asymptotic arbitrage with small transaction costs**," Finance and Stochastics, Springer, vol. 18(4), pages 917-939, October. - David K. Levine & William R. Zame, 2002.
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**Does Market Incompleteness Matter?**," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September.- David K. Levine & William Zame, 2001.
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**Does Market Incompleteness Matter**," Levine's Working Paper Archive 78, David K. Levine.

- David K. Levine & William Zame, 2001.
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- repec:dau:papers:123456789/12663 is not listed on IDEAS
- Frittelli, Marco, 1996.
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**Dominated families of martingale, supermartingale and quasimartingale laws**," Stochastic Processes and their Applications, Elsevier, vol. 63(2), pages 265-277, November. - Page, Frank Jr., 1996.
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**Arbitrage and asset prices**," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June. - Badics, Tamás, 2011.
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**Az arbitrázs preferenciákkal történő karakterizációjáról**," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 727-742.

[On the characterization of arbitrage in terms of preferences] - Alfred Galichon & Pierre Henri-Labordère & Nizar Touzi, 2013.
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**A stochastic control approach to No-Arbitrage bounds given marginals, with an application to Lookback options**," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.- A. Galichon & P. Henry-Labord\`ere & N. Touzi, 2014.
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**A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options**," Papers 1401.3921, arXiv.org.

- A. Galichon & P. Henry-Labord\`ere & N. Touzi, 2014.
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- repec:dau:papers:123456789/5590 is not listed on IDEAS
- Burzoni, M. & Riedel, Frank & Soner, H.M., 2017.
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**Viability and arbitrage under Knightian Uncertainty**," Center for Mathematical Economics Working Papers 575, Center for Mathematical Economics, Bielefeld University. - Klaas Schulze, 2008.
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**Asymptotic Maturity Behavior of the Term Structure**," Bonn Econ Discussion Papers bgse11_2008, University of Bonn, Germany. - Teemu Pennanen & Ari-Pekka Perkki\"o, 2016.
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**Convex duality in optimal investment and contingent claim valuation in illiquid markets**," Papers 1603.02867, arXiv.org. - Dominique Pepin, 2002.
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**The CAPM versus the risk neutral pricing model**," Working Papers hal-00966459, HAL. - Clark, Stephen A., 2000.
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**Arbitrage approximation theory**," Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 167-181, March. - Tourky, Rabee, 1999.
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**Production equilibria in locally proper economies with unbounded and unordered consumers**," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 303-315, November.- Rabee Tourky, 1997.
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**Production Equilibria in Locally proper Economies with Unbounded and Unordered Consumers**," Working Papers 1997.01, School of Economics, La Trobe University.

- Rabee Tourky, 1997.
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- Dilip Madan, 2015.
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**Asset pricing theory for two price economies**," Annals of Finance, Springer, vol. 11(1), pages 1-35, February. - Martin Glanzer & Georg Ch. Pflug, 2017.
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**Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization**," Papers 1703.05709, arXiv.org. - Tahir Choulli & Jun Deng & Junfeng Ma, 2015.
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**How non-arbitrage, viability and numéraire portfolio are related**," Finance and Stochastics, Springer, vol. 19(4), pages 719-741, October. - Christa Cuchiero & Josef Teichmann, 2015.
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**A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing**," Finance and Stochastics, Springer, vol. 19(4), pages 743-761, October. - Frank Riedel, 2015.
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**Financial economics without probabilistic prior assumptions**," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(1), pages 75-91, April. - Leitner Johannes, 2005.
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**Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures**," Statistics & Risk Modeling, De Gruyter, vol. 23(1/2005), pages 49-66, January. - Hardy Hulley, 2009.
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**Strict Local Martingales in Continuous Financial Market Models**," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 19, November. - A. Fiori Maccioni, 2011.
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**The risk neutral valuation paradox**," Working Paper CRENoS 201112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. - Takuji Arai, 2015.
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**Good deal bounds with convex constraints**," Papers 1506.00396, arXiv.org. - Mark Broadie & Jerome B. Detemple, 2004.
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**ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications**," Management Science, INFORMS, vol. 50(9), pages 1145-1177, September. - N. S. Gonchar, 2016.
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**Generalization of Doob Decomposition Theorem and Risk Assessment in Incomplete Markets**," Papers 1611.09062, arXiv.org. - Christa Cuchiero & Irene Klein & Josef Teichmann, 2014.
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**A new perspective on the fundamental theorem of asset pricing for large financial markets**," Papers 1412.7562, arXiv.org, revised Sep 2015. - Takuji Arai & Masaaki Fukasawa, 2011.
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**Convex risk measures for good deal bounds**," Papers 1108.1273, arXiv.org. - David M. Kreps, 1982.
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**Multiperiod Securities and the Efficient Allocation of Risk: A Comment on the Black-Scholes Option Pricing Model**," NBER Chapters,in: The Economics of Information and Uncertainty, pages 203-232 National Bureau of Economic Research, Inc. - Jarrow, Robert & Protter, Philip, 2012.
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**Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory**," Finance Research Letters, Elsevier, vol. 9(2), pages 58-62. - Zhang, S. M., 1996.
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**Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets**," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 249-268. - Beatrice Acciaio & Gregor Svindland, 2014.
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**On the lower arbitrage bound of American contingent claims**," LSE Research Online Documents on Economics 50117, London School of Economics and Political Science, LSE Library. - Robert E. Hall, 1999.
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**Aggregate Job Destruction and Inventory Liquidation**," NBER Working Papers 6912, National Bureau of Economic Research, Inc. - Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996.
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**Market economies with many commodities**," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March. - Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006.
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**The Derivatives Sourcebook**," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April. - Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012.
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**The fundamental theorem of asset pricing under transaction costs**," Finance and Stochastics, Springer, vol. 16(4), pages 741-777, October. - Konstantinides, Dimitrios G. & Kountzakis, Christos E., 2011.
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**Risk measures in ordered normed linear spaces with non-empty cone-interior**," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 111-122, January. - repec:dau:papers:123456789/5603 is not listed on IDEAS
- Duffie, Darrell, 2003.
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**Intertemporal asset pricing theory**," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier. - Gao, Feng & Song, Fengming & Zhang, Lihong, 2007.
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**Coherent risk measure, equilibrium and equilibrium pricing**," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 85-94, January. - Irene Klein, 2007.
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**Market free lunch and large financial markets**," Papers math/0702409, arXiv.org. - Yan Dolinsky & H. Mete Soner, 2015.
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**Convex duality with transaction costs**," Papers 1502.01735, arXiv.org, revised Oct 2015.