Existence of equilibrium on asset markets with a countably infinite number of states
From MaRDI portal
Publication:1680142
DOI10.1016/j.jmateco.2017.07.001zbMath1415.91195OpenAlexW2738136109MaRDI QIDQ1680142
Publication date: 22 November 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.07.001
individually rational utility setno-arbitrage conditionasset market equilibriumno-arbitrage pricesbeliefs strong equivalenceindividually rational attainable allocations
Related Items
Cites Work
- Unnamed Item
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- General equilibrium in asset markets with or without short-selling
- Asset market equilibrium in infinite dimensional complete markets
- Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation
- Overlapping expectations and Hart's conditions for equilibrium in a securities model
- On equilibrium in Hart's securities exchange model
- On the different notions of arbitrage and existence of equilibrium
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- Inconsequential arbitrage
- Asset market equilibrium in \(L^p\) spaces with separable utilities
- The geometry of arbitrage and the existence of competitive equilibrium.
- Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
- Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in \(L_ +^ p\) and \(L^ p\)
- Competitive equilibrium in Sobolev spaces without bounds on short sales
- 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
- Arbitrage and the Existence of Competitive Equilibrium
- Temporary General Equilibrium Theory
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- Arbitrage and Existence of Equilibrium in Infinite Asset Markets