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Updating pricing rules

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - 2016 - This version: Monday 26th September, 2016

Persistent link: https://www.econbiz.de/10011890303

Financial market structures revealed by pricing rules : efficient complete markets are prevalent

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - In: Journal of economic theory 173 (2018), pp. 257-288

Persistent link: https://www.econbiz.de/10011941633

Pricing rules and Arrow-Debreu ambiguous valuation

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - In: Economic theory : official journal of the Society for … 49 (2012) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009427140

Ambiguity aversion in the long run : "to disagree, we must also agree"

Araújo, Aloisio Pessoa de; Silva, Pietro da; Faro, … - In: Journal of economic theory 165 (2016), pp. 242-256

Persistent link: https://www.econbiz.de/10011650062

Ambiguity aversion in the long run: "To disagree, we must also agree"

Araújo, Aloisio Pessoa de; Silva, Pietro da; Faro, … - 2015

Persistent link: https://www.econbiz.de/10011344589

Efficient complete markets are the rule rather than the exception

Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - 2015

Persistent link: https://www.econbiz.de/10011344630

Pricing rules and Arrow–Debreu ambiguous valuation

Araujo, Aloisio; Chateauneuf, Alain; Faro, José Heleno - In: Economic theory 49 (2012) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009820469

Pricing Rules and Arrow Debreu Ambiguous Valuation

Araujo, Aloisio - 2013

This paper considers pricing rules of single-period securities markets with finitely many states and without arbitrage opportunities. Our main result characterize those pricing rules C that are super-replication prices of a frictionless incomplete asset structure. This characterization relies on...

Persistent link: https://www.econbiz.de/10013075673