Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Year of publication: |
January 2016
|
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Authors: | Ha-Huy, Thai ; Le Van, Cuong ; Nguyen, Manh-Hung |
Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 79.2016, p. 30-39
|
Subject: | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Gleichgewichtstheorie | Equilibrium theory | Finanzmarkt | Financial market | Arbitrage |
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