Arbitrage and equilibrium in unbounded exchange economies with satiation

DOI10.1016/J.JMATECO.2006.03.001zbMath1173.91415OpenAlexW2108294149MaRDI QIDQ855364

Frank H. jun. Page, Cuong Le Van, Nizar Allouch

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.03.001

zbMATH Keywords

arbitragerecession conesasset market equilibriumnonsatiation

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (6)

Higher-order optimality conditions in set-valued optimization with respect to general preference mappings ⋮ Financial market equilibria with cumulative prospect theory ⋮ Variational methods for equilibrium problems involving quasi-concave utility functions ⋮ Equilibrium theory with unbounded consumption sets and non-ordered preferences. I: Non-satiation ⋮ Equilibrium theory with satiable and non-ordered preferences ⋮ Unbounded exchange economies with satiation: How far can we go?

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