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Portfolio dominance and optimality in infinite security markets

Aliprantis, C. D.; Brown, D. J.; Polyrakis, I. A.; … - In: Journal of Mathematical Economics 30 (1998) 3, pp. 347-366

Persistent link: https://www.econbiz.de/10005388165

Coherent risk measures in general economic models and price bubbles

Kountzakis, C.; Polyrakis, I.A. - In: Journal of Mathematical Economics 49 (2013) 3, pp. 201-209

In this article we study coherent risk measures in general economic models where the set of financial positions is an ordered Banach space E and the safe asset an order unit x0 of E. First we study some properties of risk measures. We show that the set of normalized (with respect to x0) price...

Persistent link: https://www.econbiz.de/10011065464

The fundamental theorems of welfare economics without proper preferences

Aliprantis, C. D.; Burkinshaw, O. - In: Journal of Mathematical Economics 17 (1988) 1, pp. 41-54

Persistent link: https://www.econbiz.de/10005521023

The Riesz-Kantorovich formula and general equilibrium theory

Aliprantis, C. D.; Tourky, R.; Yannelis, N. C. - In: Journal of Mathematical Economics 34 (2000) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10005374303

Equilibrium analysis in financial markets with countably many securities

Aliprantis, C. D.; Florenzano, M.; Martins-da-Rocha, V. F. - In: Journal of Mathematical Economics 40 (2004) 6, pp. 683-699

Persistent link: https://www.econbiz.de/10005388325