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Arbitrage and Existence of Equilibrium in Infinite Asset Markets
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Cited by:
- Thai Ha Huy & Cuong Le Van, 2014.
"Arbitrage and asset market equilibrium in finite dimensional economies with short,"
Working Papers
2014-122, Department of Research, Ipag Business School.
- Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2014. "Arbitrage and asset market equilibrium in infinite dimensional economies with short," Working Papers 2014-100, Department of Research, Ipag Business School.
- Ha-Huy, Thai & Le Van, Cuong, 2017.
"Existence of equilibrium on asset markets with a countably infinite number of states,"
Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 44-53.
- Thai Ha-Huy & Cuong Le Van, 2017. "Existence of equilibrium on asset markets with a countably infinite number of states," PSE-Ecole d'économie de Paris (Postprint) hal-02877952, HAL.
- Thai Ha-Huy & Cuong Le Van, 2023. "Existence of equilibrium on asset markets with a countably infinite number of states," Working Papers hal-04130993, HAL.
- Thai Ha-Huy & Cuong Le Van, 2017. "Existence of equilibrium on asset markets with a countably infinite number of states," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877952, HAL.
- Thai Ha-Huy & Cuong Le Van, 2017. "Existence of equilibrium on asset markets with a countably infinite number of states," Post-Print hal-02877952, HAL.
- Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016.
"Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities,"
Mathematical Social Sciences, Elsevier, vol. 79(C), pages 30-39.
- Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print halshs-01390954, HAL.
- Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01390954, HAL.
- Thai Ha-Huy & Cuong Le Van & Nguyen Manh-Hung, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Documents de travail du Centre d'Economie de la Sorbonne 16062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302519, HAL.
- Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," PSE-Ecole d'économie de Paris (Postprint) hal-01302519, HAL.
- Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print hal-01302519, HAL.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2016.
"Equilibrium of a production economy with noncompact attainable allocations set,"
Documents de travail du Centre d'Economie de la Sorbonne
16056r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2017.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2019. "Equilibrium of a production economy with non-compact attainable allocations set," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01859163, HAL.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2017. "Equilibrium of a production economy with noncompact attainable allocation set," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01382539, HAL.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2017. "Equilibrium of a production economy with noncompact attainable allocation set," Post-Print halshs-01382539, HAL.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2019. "Equilibrium of a production economy with non-compact attainable allocations set," Post-Print halshs-01859163, HAL.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2019. "Equilibrium of a production economy with non-compact attainable allocations set," PSE-Ecole d'économie de Paris (Postprint) halshs-01859163, HAL.
- Le Van, Cuong & Truong Xuan, Duc Ha, 2001. "Asset market equilibrium in Lp spaces with separable utilities," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 241-254, December.
- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2016.
"Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences,"
Mathematics of Operations Research, INFORMS, vol. 41(1), pages 174-195, February.
- Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999.
"On the Different Notions of Arbitrage and Existence of Equilibrium,"
Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
- Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
- Cuong Van & Frank Page & Myrna Wooders, 2007.
"Risky arbitrage, asset prices, and externalities,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 475-491, December.
- Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005. "Risky Arbitage, Asset Prices, and Externalities," Vanderbilt University Department of Economics Working Papers 0524, Vanderbilt University Department of Economics.
- Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698, HAL.
- Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Post-Print halshs-00102698, HAL.
- Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017.
"No-arbitrage and Equilibrium in Finite Dimension: A General Result,"
Documents de travail du Centre d'Economie de la Sorbonne
17023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017. "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Documents de recherche 17-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017. "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01529663, HAL.
- Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017. "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Post-Print halshs-01529663, HAL.
- 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.
- Ha-Huy, Thai & Le Van, Cuong & Tran-Viet, Cuong, 2018.
"Arbitrage and equilibrium in economies with short-selling and ambiguity,"
Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 95-100.
- Thai Ha-Huy & Cuong Le Van & Cuong Tran-Viet, 2018. "Arbitrage and equilibrium in economies with short-selling and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877948, HAL.
- Thai Ha-Huy & Cuong Le Van & Cuong Tran-Viet, 2018. "Arbitrage and equilibrium in economies with short-selling and ambiguity," Post-Print hal-02877948, HAL.
- Nizar Allouch & Monique Florenzano, 2004.
"Edgeworth and Walras equilibria of an arbitrage-free exchange economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(2), pages 353-370, January.
- Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society.
- Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086096, HAL.
- Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie Mathématique et Applications 2000.119, Université Panthéon-Sorbonne (Paris 1).
- Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Post-Print halshs-00086096, HAL.
- Martins-da-Rocha, V. Filipe & Monteiro, Paulo K., 2009.
"Unbounded exchange economies with satiation: How far can we go?,"
Journal of Mathematical Economics, Elsevier, vol. 45(7-8), pages 465-478, July.
- Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Unbounded exchange economies with satiation: how far can we go?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 646, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Dana, Rose-Anne & Le Van, Cuong, 2000.
"Arbitrage, duality and asset equilibria,"
Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 397-413, November.
- Dana, Rose-Anne & Le Van, Cuong, 1996. "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange) 9613, CEPREMAP.
- Xanthos, Foivos, 2014. "A note on the equilibrium theory of economies with asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 1-3.
- Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007.
"Asset market equilibrium with short-selling and differential information,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 425-446, September.
- Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Cahiers de la Maison des Sciences Economiques b05098, Université Panthéon-Sorbonne (Paris 1).
- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00173787, HAL.
- Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Post-Print halshs-00173787, HAL.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
- Kashyap Ravi, 2020. "The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(2), pages 1-23, April.
- Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
- Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002.
"The geometry of arbitrage and the existence of competitive equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 373-391, December.
- Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., 2001. "The Geometry of Arbitrage and the Existence of Competitive Equilibrium," Economic Research Papers 269368, University of Warwick - Department of Economics.
- Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001. "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS) 598, University of Warwick, Department of Economics.
- Ravi Kashyap, 2019. "The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance," Papers 1908.03233, arXiv.org, revised Jan 2021.
- Thai Ha-Huy & Cuong Le Van, 2012. "Asset market equilibrium with short-selling and a continuum of number of states of nature," Working Papers hal-04132780, HAL.
- 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.
- Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
- PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000.
"Inconsequential arbitrage,"
Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
- Page, F.H.Jr. & Wooders, M.H. & Monteiro, P.K., 1999. "Inconsequential Arbitrage," The Warwick Economics Research Paper Series (TWERPS) 561, University of Warwick, Department of Economics.
- Page, Frank H., Jr. & Wooders, Myrna H. & Monteiro, Paulo K., 1999. "Inconsequential arbitrage," Economic Research Papers 269332, University of Warwick - Department of Economics.
- Senda Ounaies & Jean-Marc Bonnisseau & Souhail Chebbi, 2016. "Equilibrium of a production economy with unbounded attainable allocations set," Documents de travail du Centre d'Economie de la Sorbonne 16056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004.
"Equilibrium analysis in financial markets with countably many securities,"
Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September.
- Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.
- Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Post-Print halshs-00086810, HAL.
- Ravi Kashyap, 2023. "DeFi Security: Turning The Weakest Link Into The Strongest Attraction," Papers 2312.00033, arXiv.org.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
- Thai Ha-Huy & Cuong Le Van & Myrna Wooders, 2024. "Existence of Equilibrium in Finite Dimensional Asset Markets," Working Papers hal-04131008, HAL.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
- Kashyap Ravi, 2020. "The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(2), pages 1-23, April.