The arbitrage pricing theorem with incomplete preferences

DOI10.1016/j.mathsocsci.2007.04.001zbMath1186.91102OpenAlexW2035668565WikidataQ57938760 ScholiaQ57938760MaRDI QIDQ2381462

Erkan Yalcin, David Kelsey

Publication date: 18 September 2007

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2007.04.001

zbMATH Keywords

existenceambiguityKnightian uncertaintyarbitrage pricing theoremIncomplete preferences

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Individual preferences (91B08)

Related Items

Incomplete preferences on conditional random quantities: representability by conditional previsions ⋮ Existence of Equilibria in Incomplete Markets with Non-Ordered Preferences ⋮ Continuous multi-utility representations of preorders ⋮ Optimal risk-sharing under mutually singular beliefs

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