Portfolio dominance and optimality in infinite security markets
type: Item
instance of: scholarly article
title: Portfolio dominance and optimality in infinite security markets
zbMATH Open document ID: 0946.91017
DOI: 10.1016/S0304-4068(97)00038-4
published in: Journal of Mathematical Economics
publication date: 1999-09-01T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 1330462
zbMATH Keywords: security markets
zbMATH Keywords: portfolio dominance
zbMATH Keywords: equilibrium
zbMATH Keywords: Yudin basis
author: Charalambos D. Aliprantis
author: Donald J. Brown
author: Ioannis A. Polyrakis
author: Jan Werner
MaRDI profile type: Publication
cites work: Q4881253
cites work: Q4882202
cites work: Infinite dimensional analysis. A hitchhiker's guide
cites work: Q4186829
cites work: Q3748810
cites work: Q3993194
cites work: Arbitrage and Existence of Equilibrium in Infinite Asset Markets
cites work: Asset market equilibrium in infinite dimensional complete markets
cites work: Competitive equilibrium in Sobolev spaces without bounds on short sales
cites work: A unified beta pricing theory
cites work: Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
cites work: General equilibrium in asset markets with or without short-selling
cites work: Overlapping expectations and Hart's conditions for equilibrium in a securities model
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Q5638775
cites work: The Price Equilibrium Existence Problem in Topological Vector Lattices
cites work: Default Risk in a General Equilibrium Asset Economy with Incomplete Markets
cites work: Structure of Banach quasi-sublattices
cites work: Asset Market Equilibrium with Short-Selling
cites work: On equilibrium in Hart's securities exchange model
cites work: Lattice-subspaces of \(C[0,1]\) and positive bases
cites work: Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ
cites work: Arbitrage and the Existence of Competitive Equilibrium
cites work: Diversification and equilibrium in securities markets
Wikidata QID: Q126377698
full work available at URL: s0304-4068(97)00038-4
OpenAlex ID: W2091155499
description: scientific article; zbMATH DE number 1330462