Efficient allocations and equilibria with short-selling and incomplete preferences

DOI10.1016/j.jmateco.2014.06.003zbMath1305.91177OpenAlexW2066312996MaRDI QIDQ406266

Rose-Anne Dana, Cuong Le Van

Publication date: 8 September 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01020646/file/14041.pdf

zbMATH Keywords

uncertaintyno arbitrageincomplete preferencesriskequilibrium with short-sellingrisk adjusted prior

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (1)

Sharing ambiguous risks

Cites Work

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• The geometry of arbitrage and the existence of competitive equilibrium.
• Intertemporal equilibria with Knightian uncertainty
• Pareto optima and equilibria when preferences are incompletely known
• Arbitrage and the Existence of Competitive Equilibrium
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Uncertainty and Risk in Financial Markets

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