IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/3c8a8001-d97c-4dfb-a73e-f98e5574474f.html
   My bibliography  Save this paper

General equilibrium in asset markets with or without short-selling

Author

Listed:
  • Dana, R.A.
  • Le Van, C.

    (Tilburg University, Center For Economic Research)

  • Magnien, F.

Abstract

No abstract is available for this item.

Suggested Citation

  • Dana, R.A. & Le Van, C. & Magnien, F., 1994. "General equilibrium in asset markets with or without short-selling," Discussion Paper 1994-92, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:3c8a8001-d97c-4dfb-a73e-f98e5574474f
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1151789/RADCLVFM5618190.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cuong Van & Raouf Boucekkine & Cagri Saglam, 2007. "Optimal Control in Infinite Horizon Problems: A Sobolev Space Approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 497-509, September.
    2. Dana, Rose-Anne & Le Van, Cuong, 2000. "Arbitrage, duality and asset equilibria," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 397-413, November.
    3. Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
    4. Dana, R. A. & Le Van, C., 1996. "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 263-280.
    5. Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998. "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 347-366, October.

    More about this item

    Keywords

    Equilibrium Theory; Assets;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:3c8a8001-d97c-4dfb-a73e-f98e5574474f. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.