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Arbitrage and equilibrium in strategic security markets

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Publication:1880198
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DOI10.1007/s00199-003-0373-4zbMath1077.91024OpenAlexW2127243763MaRDI QIDQ1880198

Leonidas C. Koutsougeras, Konstantinos G. Papadopoulos

Publication date: 22 September 2004

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-003-0373-4


zbMATH Keywords

ArbitrageMarket completeness.Strategic security markets


Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (9)

Nash competitive equilibria and two-period fund separation ⋮ The effect of market power on risk-sharing ⋮ Optimal investment, derivative demand, and arbitrage under price impact ⋮ No-arbitrage, state prices and trade in thin financial markets ⋮ Arbitrage, strategic inefficiency and self-regulation ⋮ On Shapley-Shubik equilibria with financial markets ⋮ Arbitrage and equilibrium with portfolio constraints ⋮ Arbitrage pricing in non-Walrasian financial markets ⋮ Competing in several areas simultaneously: the case of strategic asset markets






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