Equilibrium analysis in financial markets with countably many securities

DOI10.1016/j.jmateco.2003.06.003zbMath1137.91395OpenAlexW2059104624MaRDI QIDQ707386

Charalambos D. Aliprantis, V. Filipe Martins-da-Rocha, Rabee Tourky, Monique Florenzano

Publication date: 9 February 2005

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

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00086810/file/AFMT.pdf

zbMATH Keywords

Edgeworth equilibrium\(F\)-coneInductive limit topologyNon-trivial quasi-equilibriumRiesz-Kantorovich functionalSecurity markets

Mathematics Subject Classification ID

Related Items (13)

General equilibrium analysis in ordered topological vector spaces ⋮ Inexact projected gradient method for vector optimization ⋮ Inertial forward–backward methods for solving vector optimization problems ⋮ Production equilibria ⋮ Characterizations via linear scalarization of minimal and properly minimal elements ⋮ Conditional gradient method for vector optimization ⋮ On the choice of parameters for the weighting method in vector optimization ⋮ Vector duality for convex vector optimization problems by means of the quasi-interior of the ordering cone ⋮ A characterization of inefficiency in stochastic overlapping generations economies ⋮ Polynomial functions and the Riesz interpolation property ⋮ A quadratically convergent Newton method for vector optimization ⋮ A steepest descent method for vector optimization ⋮ On the convergence of the projected gradient method for vector optimization

Cites Work

• Edgeworth equilibria, fuzzy core, and equilibria of a production economy without ordered preferences
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• A new approach to the limit theorem on the core of an economy in vector lattices
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• General equilibrium analysis in ordered topological vector spaces
• The Price Equilibrium Existence Problem in Topological Vector Lattices
• Edgeworth Equilibria
• Mathematical methods of game and economic theory
• Arbitrage and Existence of Equilibrium in Infinite Asset Markets
• A Limit Theorem on the Core of an Economy
• A theory of value with nonlinear prices. Equilibrium analysis beyond vector lattices
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