Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
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Publication:617672
DOI10.1016/j.jet.2010.08.002zbMath1203.91092OpenAlexW2233601663WikidataQ57937026 ScholiaQ57937026MaRDI QIDQ617672
Publication date: 13 January 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00470670/file/tradrevisedsept20.pdf
Related Items
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Optimality in an OLG model with nonsmooth preferences ⋮ Efficient allocations and equilibria with short-selling and incomplete preferences ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity
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