Arbitrage and equilibrium in economies with short-selling and ambiguity
Year of publication: |
2018
|
---|---|
Authors: | Ha-Huy, Thai ; Le Van, Cuong ; Tran-Viet, Cuong |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 76.2018, p. 95-100
|
Subject: | Asset market equilibrium | Individually rational attainable allocations | Individually rational utility set | Maximin expected utility | No-arbitrage condition | No-arbitrage prices | Arbitrage Pricing | Arbitrage pricing | Gleichgewichtstheorie | Equilibrium theory | Erwartungsnutzen | Expected utility | CAPM | Rationale Erwartung | Rational expectations |
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