Equilibrium analysis in financial markets with countably many securities
Year of publication: |
2004-09
|
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Authors: | Tourky, Rabee ; Martins-da-Rocha, Victor-Filipe ; Florenzano, Monique ; Aliprantis, Charalambos |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Securities markets | Edgeworth equilibrium | Non-trivial quasi-equilibrium | inductive limit topology | F-cone | Riesz-Kantorovich functional |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Mathematical Economics, 2004, Vol. 40, no. 6. pp. 683-699.Length: 16 pages |
Classification: | D41 - Perfect Competition ; D51 - Exchange and Production Economies ; G11 - Portfolio Choice ; G22 - Insurance; Insurance Companies |
Source: |
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Equilibrium analysis in financial markets with countably many securities
Aliprantis, Charalambos, (2004)
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Portfolio Dominance and Optimality in Infinite Security Markets
Aliprantis, C. D., (1996)
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A Model of Credit Risk, Optimal Policies and Asset Prices
Basak, Suleyman, (2002)
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Equilibrium analysis in financial markets with countably many securities
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Equilibrium analysis in financial markets with countably many securities
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Aliprantis, Charalambos D., (2006)
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