Portfolio dominance and optimality in infinite security markets
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Publication:1300362
DOI10.1016/S0304-4068(97)00038-4zbMath0946.91017OpenAlexW2091155499WikidataQ126377698 ScholiaQ126377698MaRDI QIDQ1300362
Jan Werner, Ioannis A. Polyrakis, Charalambos D. Aliprantis, Donald J. Brown
Publication date: 1 September 1999
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00038-4
Related Items (15)
General equilibrium analysis in ordered topological vector spaces ⋮ Riesz estimators ⋮ Minimal lattice-subspaces ⋮ Computational methods in portfolio insurance ⋮ Finite elements in ordered Banach spaces with positive bases ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ Computational methods in lattice-subspaces of \(C[a,b\) with applications in portfolio insurance] ⋮ A characterization of inefficiency in stochastic overlapping generations economies ⋮ Equilibrium analysis in financial markets with countably many securities ⋮ Linear and nonlinear price decentralization ⋮ Linear Optimization in C (Ω) and Portfolio Insurance ⋮ Equilibria in incomplete assets economies with infinite dimensional spot markets ⋮ Minimum-cost portfolio insurance ⋮ An equilibrium existence result with short selling ⋮ Arbitrage, duality and asset equilibria
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