Asset market equilibrium in infinite dimensional complete markets

DOI10.1016/0304-4068(91)90022-LzbMath0722.90007OpenAlexW2089250322WikidataQ127098626 ScholiaQ127098626MaRDI QIDQ756627

Harrison H. C. Cheng

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0304-4068(91)90022-l

zbMATH Keywords

existence of equilibriumcomplete contingent claims markets

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (15)

Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities ⋮ Asset market equilibrium with short-selling and differential information ⋮ Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach ⋮ Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in \(L_ +^ p\) and \(L^ p\) ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Equilibrium of a production economy with non-compact attainable allocations set ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ A note on the equilibrium theory of economies with asymmetric information ⋮ Synergy effect of cooperative investment ⋮ Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences ⋮ Competitive equilibria in a comonotone market ⋮ Portfolio dominance and optimality in infinite security markets ⋮ Arbitrage, duality and asset equilibria ⋮ On the different notions of arbitrage and existence of equilibrium ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities

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