The following pages link to Inconsequential arbitrage (Q1592521):
Displaying 16 items.
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Equilibrium theory with satiable and non-ordered preferences (Q553535) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- Capital market equilibrium without riskless assets: heterogeneous expectations (Q665810) (← links)
- Arbitrage and equilibrium in unbounded exchange economies with satiation (Q855364) (← links)
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation (Q952699) (← links)
- Unbounded exchange economies with satiation: How far can we go? (Q1030172) (← links)
- Inconsequential arbitrage (Q1592521) (← links)
- Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← links)
- Existence of equilibrium on asset markets with a countably infinite number of states (Q1680142) (← links)
- Arbitrage and equilibrium in economies with short-selling and ambiguity (Q1748375) (← links)
- The geometry of arbitrage and the existence of competitive equilibrium. (Q1867777) (← links)
- Equilibrium of a production economy with non-compact attainable allocations set (Q2417251) (← links)
- Risky arbitrage, asset prices, and externalities (Q2458434) (← links)
- Asset market equilibrium with short-selling and differential information (Q2642874) (← links)
- Increasing cones, recession cones and global cones (Q4949184) (← links)
