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  • Search: subject:"Collective absence of arbitrage"
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Year of publication
Subject
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Overlapping sets of priors 3 collective absence of arbitrage 3 equilibria with short-selling 3 measures of risk 3 Collective absence of arbitrage 2 Equilibria with short-selling 2 Risk Measures 2 risk sharing 2
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Language
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Undetermined 4 English 1
Author
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Dana, Rose-Anne 5 Van, Cuong Le 3 Le Van, Cuong 2
Institution
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HAL 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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Post-Print / HAL 2 Documents de travail du Centre d'Economie de la Sorbonne 1 Economics Papers from University Paris Dauphine 1 Open Access publications from Université Paris-Dauphine 1
Source
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RePEc 5
Showing 1 - 5 of 5
Cover Image
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Dana, Rose-Anne; Van, Cuong Le - HAL - 2010
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow-Debreu equilibria. … introduced by Heath and Ku for coherent risk measures are respectively reinterpreted as a weak no-arbitrage and a weak collective …
Persistent link: https://www.econbiz.de/10010738638
Saved in:
Cover Image
Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures.
Dana, Rose-Anne; Le Van, Cuong - Université Paris-Dauphine - 2010
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow Debreu equilibria. … introduced by Heath and Ku for coherent risk measures are respectively reinterpreted as a weak no-arbitrage and a weak collective …
Persistent link: https://www.econbiz.de/10008520042
Saved in:
Cover Image
Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures
Dana, Rose-Anne; Le Van, Cuong - Université Paris-Dauphine (Paris IX) - 2010
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow Debreu equilibria. … introduced by Heath and Ku for coherent risk measures are respectively reinterpreted as a weak no-arbitrage and a weak collective …
Persistent link: https://www.econbiz.de/10010707106
Saved in:
Cover Image
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures.
Dana, Rose-Anne; Van, Cuong Le - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … collective absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow Debreu equilibria. …
Persistent link: https://www.econbiz.de/10005510595
Saved in:
Cover Image
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Dana, Rose-Anne; Van, Cuong Le - HAL - 2007
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … collective absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow Debreu equilibria. …
Persistent link: https://www.econbiz.de/10010750717
Saved in:
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