IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "On the Different Notions of Arbitrage and Existence of Equilibrium"

by Dana, R.-A. & Le Van, C. & Magnien, F.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. 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.
  2. Allouch, Nizar & Van, Cuong Le & Page Jr. Frank H., 2002. "Arbitrage, Equilibrium And Nonsatiation," The Warwick Economics Research Paper Series (TWERPS) 637, University of Warwick, Department of Economics.
  3. 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.
  4. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013. "Equilibrium existence in the international asset and good markets," Working Papers 2013-003, Department of Research, Ipag Business School.
  5. Nizar Allouch & Cuong Le Van, 2006. "Walras and Dividends Equilibrium with Possibly Satiated Consumers," Working Papers 555, Queen Mary University of London, School of Economics and Finance.
  6. Sato, Norihisa, 2010. "Satiation and existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 534-551, July.
  7. Cuong Le Van & Nguyen Ba Minh, 2004. "No-arbitrage condition and existence of equilibrium with dividends," Cahiers de la Maison des Sciences Economiques b04058, Université Panthéon-Sorbonne (Paris 1).
  8. Cuong Van & Frank Page & Myrna Wooders, 2007. "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer, vol. 33(3), pages 475-491, December.
  9. Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00173787, HAL.
  10. Won, Dong Chul & Yannelis, Nicholas C., 2008. "Equilibrium theory with unbounded consumption sets and non-ordered preferences: Part I. Non-satiation," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1266-1283, December.
  11. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo Group Munich.
  12. repec:hal:journl:halshs-00188761 is not listed on IDEAS
  13. Wooders, Myrna H., 2001. "Some corrections to claims about the literature in Engl and Scotchmer (1996)," Journal of Mathematical Economics, Elsevier, vol. 36(4), pages 295-309, December.
  14. repec:hal:journl:halshs-00101177 is not listed on IDEAS
  15. Vladimir Danilov & Gleb Frank & Frank Page & Myrna Wooders, 2012. "Existence of equilibrium with unbounded short sales: a new approach," Vanderbilt University Department of Economics Working Papers 12-00002, Vanderbilt University Department of Economics.
  16. Giacomo Aletti & Vincenzo Capasso, 2003. "Notes and Comments: Profitability in a multiple strategy market," Decisions in Economics and Finance, Springer, vol. 26(2), pages 145-152, November.
  17. Le Van, C. & Page, F.H.Jr. & Wooders, M., 2001. "Arbitrage and Equilibrium in Economies with Externalities," The Warwick Economics Research Paper Series (TWERPS) 588, University of Warwick, Department of Economics.
  18. Dana, R.-A., 2011. "Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 328-335.
  19. Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society.
  20. NGUYEN Manh-Hung & HA-HUY Thai, 2008. "No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; Equivalent conditions," LERNA Working Papers 08.23.267, LERNA, University of Toulouse.
  21. repec:ebl:ecbull:v:4:y:2003:i:1:p:1-7 is not listed on IDEAS
  22. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00470670, HAL.
  23. Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096040, HAL.
  24. 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.
  25. Won, Dong Chul & Yannelis, Nicholas C., 2011. "Equilibrium theory with satiable and non-ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 245-250, March.
  26. Manh-Hung Nguyen & Thai Ha-Huy, 2008. "No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions: The circular results," THEMA Working Papers 2008-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  27. D. Won & G. Hahn & N. Yannelis, 2008. "Capital market equilibrium without riskless assets: heterogeneous expectations," Annals of Finance, Springer, vol. 4(2), pages 183-195, March.
  28. Dana, Rose-Anne & Le Van, Cuong, 2000. "Arbitrage, duality and asset equilibria," Economics Papers from University Paris Dauphine 123456789/6207, Paris Dauphine University.
  29. Allouch, Nizar, 2002. "An equilibrium existence result with short selling," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 81-94, April.
  30. repec:hal:journl:halshs-00173787 is not listed on IDEAS
  31. Dana, R.A. & Le Van, C., 2014. "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 101-105.
  32. repec:hal:journl:halshs-00101189 is not listed on IDEAS
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.