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

### by Kreps, David M.

- 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. Martins-da-Rocha & Yiannis Vailakis, 2007.
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**Asset market equilibrium with short-selling and differential information**," Economic Theory, Springer, 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. - Daher, Wassim & Martins-da-Rocha, Victor-Filipe & Vailakis, Yiannis, 2007.
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**Asset market equilibrium with short-selling and differential information**," Economics Papers from University Paris Dauphine 123456789/2967, Paris Dauphine University.

- Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007.
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- Miklós Rásonyi, 2004.
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**Arbitrage pricing theory and risk-neutral measures**," Decisions in Economics and Finance, Springer, vol. 27(2), pages 109-123, December. - 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.

- 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 557-90, 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.

- Hansen, Lars Peter & Jagannathan, Ravi, 1997.
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- 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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**Option Pricing in an Imperfect World**," Papers 1406.0412, arXiv.org, revised Nov 2015.

- Gianluca Cassese, 2014.
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- 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. - Klaas Schulze, 2008.
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**Asymptotic Maturity Behavior of the Term Structure**," Bonn Econ Discussion Papers bgse11_2008, University of Bonn, Germany. - Cuong Van & Frank Page & Myrna Wooders, 2007.
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**Risky arbitrage, asset prices, and externalities**," Economic Theory, Springer, vol. 33(3), pages 475-491, December.

- 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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**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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- Bjork, Tomas, 2009.
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**Arbitrage Theory in Continuous Time**," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742, July. - 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. - 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. - 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.

- 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.

- Alfred Galichon & Pierre Henri-Labordère & Nizar Touzi, 2013.
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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. - M A H Dempster & I V Evstigneev & M I Taksar, 2005.
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**Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model**," Working Papers 062005, University of Cambridge, Judge Business School, Centre for Financial Research.

- 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.

- M. Dempster & I. Evstigneev & M. Taksar, 2006.
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- 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. - 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. - Irene Klein, 2007.
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**Market free lunch and large financial markets**," Papers math/0702409, arXiv.org. - 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. - 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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- Gianluca Cassese, 2014.
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**Asset Pricing in an Imperfect World**," Papers 1410.6408, arXiv.org. - 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. - 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. - 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.

- Ostafe, Lavinia & Lépinette-Denis, Emmanuel & Klein, Irene, 2014.
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**Asymptotic Arbitrage with Small Transaction Costs**," Economics Papers from University Paris Dauphine 123456789/10555, Paris Dauphine University.

- Ostafe, Lavinia & Lépinette-Denis, Emmanuel & Klein, Irene, 2014.
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- 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, 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, 2001.
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- Anthonisz, Sean A., 2012.
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**Asset pricing with partial-moments**," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2122-2135. - 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] - Yan Dolinsky & H. Mete Soner, 2015.
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**Convex duality with transaction costs**," Papers 1502.01735, arXiv.org, revised Oct 2015. - 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, 1999.
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**On the Different Notions of Arbitrage and Existence of Equilibrium**," Economics Papers from University Paris Dauphine 123456789/6228, Paris Dauphine University. - 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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**On the different notions of arbitrage and existence of equilibrium**," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.

- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1999.
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- 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. - 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.

- 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. - 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. - 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. - Clark, Stephen A., 2000.
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**Arbitrage approximation theory**," Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 167-181, March. - 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. - 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. - Frank Riedel, 2015.
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**Financial economics without probabilistic prior assumptions**," Decisions in Economics and Finance, Springer, vol. 38(1), pages 75-91, April. - Page, Frank Jr., 1996.
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**Arbitrage and asset prices**," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June. - 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. - 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. - 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.

- 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-.

- Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001.
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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. - 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 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 R. Zame, 2002.
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- Clotilde Napp & Elyès Jouini, 2005.
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**Arbitrage and state price deflators in a general intertemporal framework**," Post-Print halshs-00151526, HAL.

- 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.

- Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005.
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- 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. - 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. - Tian, Weidong, 2014.
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**Spanning with indexes**," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 111-118. - 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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- 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. - Brown, Donald J & Ross, Stephen A, 1991.
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**Spanning, Valuation and Options**," Economic Theory, Springer, 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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- repec:hal:journl:halshs-00102698 is not listed on IDEAS
- Constantinos Kardaras, 2009.
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**Finitely additive probabilities and the Fundamental Theorem of Asset Pricing**," Papers 0911.5503, 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. - Campi, Luciano, 2009.
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**Mean-Variance Hedging in Large Financial Markets**," Economics Papers from University Paris Dauphine 123456789/12663, Paris Dauphine University. - 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. - Jouini, Elyès & Kallal, Hedi, 1999.
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**Viability and equilibrium in securities markets with frictions**," Economics Papers from University Paris Dauphine 123456789/5603, Paris Dauphine University. - Dominique Pepin, 2002.
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**The CAPM versus the risk neutral pricing model**," Working Papers hal-00966459, HAL. - repec:hal:journl:halshs-00188761 is not listed on IDEAS
- 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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**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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- Guasoni, Paolo & Lépinette-Denis, Emmanuel & Rásonyi, Miklós, 2012.
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**The fundamental theorem of asset pricing under transaction costs**," Economics Papers from University Paris Dauphine 123456789/9300, Paris Dauphine University.

- 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.

- Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012.
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- repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc0ck8ecp is not listed on IDEAS
- Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996.
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**Market economies with many commodities**," Decisions in Economics and Finance, Springer, vol. 19(1), pages 113-185, March. - Jouini, Elyès, 2001.
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**Arbitrage and control problems in finance: A presentation**," Economics Papers from University Paris Dauphine 123456789/5590, Paris Dauphine University. - 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. - Takuji Arai & Masaaki Fukasawa, 2011.
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**Convex risk measures for good deal bounds**," Papers 1108.1273, arXiv.org. - 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. - Constantinos Kardaras, 2010.
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**Free Lunch**," Papers 1002.2741, arXiv.org. - 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. - Antoine Jacquier & Martin Keller-Ressel, 2015.
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**Implied volatility in strict local martingale models**," Papers 1508.04351, arXiv.org. - Takuji Arai, 2015.
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**Good deal bounds with convex constraints**," Papers 1506.00396, arXiv.org. - Robert E. Hall, 1999.
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**Aggregate Job Destruction and Inventory Liquidation**," NBER Working Papers 6912, National Bureau of Economic Research, Inc. - 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 343-82. - 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. - 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. - 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. - 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, August. - Jouini, Elyès & Napp, Clotilde & Kallal, Hedi, 2001.
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**Arbitrage and viability in securities markets with fixed trading costs**," Economics Papers from University Paris Dauphine 123456789/5593, Paris Dauphine University. - 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.