Inconsequential arbitrage
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Publication:1592521
DOI10.1016/S0304-4068(00)00052-5zbMath0997.91041OpenAlexW4230566368MaRDI QIDQ1592521
Frank H. jun. Page, Myrna Holtz Wooders, Paulo Klinger Monteiro
Publication date: 14 November 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(00)00052-5
Related Items (16)
Arbitrage and equilibrium in unbounded exchange economies with satiation ⋮ Asset market equilibrium with short-selling and differential information ⋮ Hedging, Pareto optimality, and good deals ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Equilibrium of a production economy with non-compact attainable allocations set ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Risky arbitrage, asset prices, and externalities ⋮ Capital market equilibrium without riskless assets: heterogeneous expectations ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity ⋮ Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation ⋮ Equilibrium theory with satiable and non-ordered preferences ⋮ Increasing cones, recession cones and global cones ⋮ Unbounded exchange economies with satiation: How far can we go? ⋮ Inconsequential arbitrage ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities ⋮ The geometry of arbitrage and the existence of competitive equilibrium.
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