Convex compactness and its applications
type: Item
instance of: scholarly article
title: Convex compactness and its applications
zbMATH Open document ID: 1255.46038
author: Gordan Žitković
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
full work available at URL: https://arxiv.org/abs/0709.2730
Mathematics Subject Classification ID: 46N10
Mathematics Subject Classification ID: 47H10
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 6127174
zbMATH Keywords: convex compactness
zbMATH Keywords: excess-demand theorem
zbMATH Keywords: Fréchet spaces
zbMATH Keywords: KKM theorem
zbMATH Keywords: minimax theorem
zbMATH Keywords: optimization
MaRDI profile type: Publication
OpenAlex ID: W2112886934
arXiv ID: 0709.2730
cites work: Existence of an Equilibrium for a Competitive Economy
cites work: Q4836494
cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process
cites work: Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
cites work: Q4263612
cites work: The mathematics of arbitrage
cites work: A general version of the fundamental theorem of asset pricing
cites work: Weak vs. norm compactness in $L_{1}$: the Bocce criterion
cites work: Q4421936
cites work: Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
cites work: Q3219291
cites work: Optimal consumption from investment and random endowment in incomplete semimartingale markets.
cites work: A generalization of a problem of Steinhaus
cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets
cites work: Stability of utility-maximization in incomplete markets
cites work: Q4389637
cites work: On the Existence of General Equilibrium for a Competitive Market
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
cites work: New proofs of a theorem of Komlós
DOI: 10.1007/S11579-010-0024-Z
description: scientific article