Pages that link to "Item:Q1919707"
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The following pages link to Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach (Q1919707):
Displaying 14 items.
- Superreplication when trading at market indifference prices (Q261922) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- The stochastic field of aggregate utilities and its saddle conjugate (Q492162) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- Portfolio dominance and optimality in infinite security markets (Q1300362) (← links)
- A note on the regularity of competitive equilibria and asset structures. (Q1410587) (← 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)
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset (Q1961270) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (Q2634480) (← links)
- Asset market equilibrium with short-selling and differential information (Q2642874) (← links)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)
