Equilibrium analysis in financial markets with countably many securities-Reference-Cited by-同舟云学术

Equilibrium analysis in financial markets with countably many securities

Published:2004-09 Issue:6 Volume:40 Page:683-699
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Aliprantis C.D,Florenzano M,Martins-da-Rocha V.F,Tourky R

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference16 articles.

1. Edgeworth equilibria;Aliprantis;Econometrica,1987

2. Portfolio dominance and optimality in infinite security markets;Aliprantis;Journal of Mathematical Economics,1998

3. Yudin cones and inductive limit topologies;Aliprantis;Atti del Seminario Matematico e Fisico dell’Universitá di Modena,1998

4. Aliprantis C.D., Florenzano, M., Tourky, R., 2002a. General equilibrium analysis in ordered topological vector spaces. Journal of Mathematical Economics, in press.

5. Aliprantis C.D., Monteiro, P.K., Tourky, R., 2002b. Non-marketed options, non-existence of equilibria, and non-linear prices. Journal of Economic Theory, in press.

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