Arbitrage and equilibrium in economies with short-selling and ambiguity-Reference-Cited by-同舟云学术

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Arbitrage and equilibrium in economies with short-selling and ambiguity

Published:2018-05 Issue: Volume:76 Page:95-100
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Ha-Huy Thai^ORCID,Le Van Cuong,Tran-Viet Cuong

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference22 articles.

1. A note on the two notion of arbitrage;Allouch;Econ. Bull.,2003

2. The geometry of arbitrage and the existence of competitive equilibrium;Allouch;J. Math. Econom.,2002

3. Existence theorems in the classical asset pricing model;Brown;Econometrica,1995

4. Optimization and Nonsmooth Analysis;Clarke,1993

5. Asset equilibria in Lp spaces: A duality approach;Dana;J. Math. Econom.,1996

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