Pages that link to "Item:Q2634480"
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The following pages link to Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities (Q2634480):
Displaying 16 items.
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- General equilibrium in asset markets with or without short-selling (Q678682) (← links)
- Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
- Equilibria in incomplete assets economies with infinite dimensional spot markets (Q1003117) (← links)
- A unified treatment of finite and infinite economies: Limited arbitrage is necessary and sufficient for the exisence of equilibrium and the core (Q1128230) (← links)
- Arbitrage and asset prices (Q1278560) (← 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)
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities (Q1762757) (← links)
- Equilibrium and arbitrage in incomplete asset markets with fixed prices (Q1850148) (← links)
- (Q3415813) (← links)
- (Q4526940) (← links)
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets (Q4834021) (← links)
- Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage (Q5190555) (← links)
- Arbitrage and equilibrium with portfolio constraints (Q5962166) (← links)
