Asset market equilibrium in \(L^p\) spaces with separable utilities
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Publication:1602934
DOI10.1016/S0304-4068(01)00081-7zbMath1134.91501OpenAlexW2016611583WikidataQ57944319 ScholiaQ57944319MaRDI QIDQ1602934
Cuong Le Van, Trúóng Xuân Dúc Hā
Publication date: 24 June 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(01)00081-7
Related Items (3)
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Asset market equilibrium with short-selling and differential information ⋮ Existence of equilibrium on asset markets with a countably infinite number of states
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