Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Year of publication: |
2014-02-25
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Authors: | Ha-Huy, Thai ; Van, Cuong Le ; Nguyen, Manh-Hung |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | asset market equilibrium | individually rational attainable al- locations | individually rational utility set | no-arbitrage prices | no-arbitrage condition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-100 23 pages |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D50 - General Equilibrium and Disequilibrium. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations ; G1 - General Financial Markets |
Source: |
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Ha-Huy, Thai, (2014)
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Arbitrage and equilibrium in economies with short-selling and ambiguity
Ha-Huy, Thai, (2018)
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Existence of equilibrium on asset markets with a countably infinite number of states
Ha-Huy, Thai, (2017)
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Ha-Huy, Thai, (2014)
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Ha-Huy, Thai, (2016)
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Ha-huy, Thai, (2011)
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