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Citations for "Arbitrage and Existence of Equilibrium in Finite Asset Markets"

by Brown, D.J. & Werner, J.

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  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. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  3. repec:hal:journl:halshs-00173787 is not listed on IDEAS
  4. Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie Mathématique et Applications 2000.119, Université Panthéon-Sorbonne (Paris 1).
  5. Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner, 1996. "Portfolio Dominance and Optimality in Infinite Security Markets," Discussion Paper Serie B 383, University of Bonn, Germany.
  6. Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698, HAL.
  7. Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001. "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS) 598, University of Warwick, Department of Economics.
  8. Dana, Rose-Anne & Le Van, Cuong, 2000. "Arbitrage, duality and asset equilibria," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 397-413, November.
  9. Charalambos Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
  10. 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.
  11. Thai Ha Huy & Cuong Le Van, 2014. "Arbitrage and asset market equilibrium in finite dimensional economies with short," Working Papers 2014-122, Department of Research, Ipag Business School.
  12. Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Mathematical Social Sciences, Elsevier, vol. 79(C), pages 30-39.
  13. repec:hal:journl:halshs-00086810 is not listed on IDEAS
  14. 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.
  15. Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Unbounded exchange economies with satiation: how far can we go?," Economics Working Papers (Ensaios Economicos da EPGE) 646, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  16. Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
  17. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  18. repec:hal:journl:halshs-00102698 is not listed on IDEAS
  19. repec:hal:journl:halshs-00086096 is not listed on IDEAS
  20. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
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