Author:
Assa Hirbod,Karai Keivan Mallahi
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Reference29 articles.
1. Delbaen, F., Schachermayer, W.: The Mathematics of Arbitrage. Springer, Berlin (2006)
2. Cowles Foundation for Research in Economics at Yale University, Monograph;G. Debreu,1959
3. Werner, J.: Arbitrage and the existence of competitive equilibrium. Econometrica 55(6), 1403–1418 (1987)
4. Nielsen, L.T.: Asset market equilibrium with short-selling. Rev. Econ. Stud. 56(3), 467–473 (1989)
5. Page, F.H. Jr., Wooders, M.H.: A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium. Econ. Lett. 52(2), 153–162 (1996)
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Price Index Insurances in the Agriculture Markets;North American Actuarial Journal;2020-07-13
2. Differential equations connecting VaR and CVaR;Journal of Computational and Applied Mathematics;2017-12
3. VaR as the CVaR sensitivity: Applications in risk optimization;Journal of Computational and Applied Mathematics;2017-01
4. Natural risk measures;Mathematics and Financial Economics;2016-03-04
5. Trade-off Between Robust Risk Measurement and Market Principles;Journal of Optimization Theory and Applications;2014-07-29