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Riesz Estimators.
Aliprantis, C. D.; Harris, David; Tourky, Rabee - Krannert School of Management, Purdue University - 2004
We consider properties of estimators that can be written as vector lattice (Riesz space) operations. Using techniques widely used in economic theory, we study the approximation properties of these estimators. We also provide two algorithms RIESZVAR(i-ii) for consistent parametric estimation of...
Persistent link: https://www.econbiz.de/10005739789
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The Riesz Kantorovich formula and general equilibrium theory
Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - In: Journal of mathematical economics 34 (2000) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10001485485
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The cheapest hedge : a portfolio dominance approach
Aliprantis, Charalambos D.; Polyrakis, I. A.; Tourky, Rabee - 2002
Persistent link: https://www.econbiz.de/10001643248
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Markets that don't replicate any option
Aliprantis, Charalambos D.; Tourky, Rabee - 2002
Persistent link: https://www.econbiz.de/10001643280
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A theory of value with non-linear prices : equilibrium analysis beyond vector lattices
Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - In: Journal of economic theory 100 (2001) 1, pp. 22-72
Persistent link: https://www.econbiz.de/10001612230
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Cone conditions in general equilibrium theory
Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - In: Journal of economic theory 92 (2000) 1, pp. 96-131
Persistent link: https://www.econbiz.de/10001481753
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A theory of value with auction prices
Aliprantis, Charalambos D.; Tourky, Rabee; Yannelis, … - 1998
Persistent link: https://www.econbiz.de/10000998685
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The cheapest hedge
Aliprantis, Charalambos D.; Polyrakis, Yiannis A.; … - In: Journal of mathematical economics 37 (2002) 4, pp. 269-295
Persistent link: https://www.econbiz.de/10001703417
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Linear and non-linear price decentralization
Aliprantis, Charalambos D.; Florenzano, Monique; … - 2003
Persistent link: https://www.econbiz.de/10001739261
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Markets that don't replicate any option
Aliprantis, Charalambos D.; Tourky, Rabee - In: Economics letters 76 (2002) 3, pp. 443-447
Persistent link: https://www.econbiz.de/10001692045