Pages that link to "Item:Q1590381"
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The following pages link to Arbitrage, duality and asset equilibria (Q1590381):
Displaying 21 items.
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; equivalent conditions (Q845024) (← links)
- Arbitrage and asset prices (Q1278560) (← links)
- Duality and liquidity constraints under uncertainty (Q1350480) (← links)
- Edgeworth and Walras equilibria of an arbitrage-free exchange economy (Q1424213) (← links)
- Asset market equilibrium in \(L^p\) spaces with separable utilities (Q1602934) (← 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)
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Pairwise trade and coexistence of money and higher-return assets (Q2370514) (← links)
- Risky arbitrage, asset prices, and externalities (Q2458434) (← links)
- Asset market equilibrium with short-selling and differential information (Q2642874) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- (Q3415813) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- (Q4389637) (← links)
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets (Q4834021) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- Arbitrage and equilibrium with portfolio constraints (Q5962166) (← links)