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Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities

Ha-huy, Thai; Le Van, Cuong; Nguyen, Manh-Hung - 2011

Persistent link: https://www.econbiz.de/10009578474

Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities

Ha-Huy, Thai; Le Van, Cuong; Nguyen, Manh-Hung - In: Mathematical social sciences 79 (2016), pp. 30-39

Persistent link: https://www.econbiz.de/10011439167

No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions : equivalent conditions

Nguyen, Manh-hung; Ha-huy, Thai - In: Journal of mathematical economics 46 (2010) 1, pp. 128-131

Persistent link: https://www.econbiz.de/10003948410

No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions: The circular results.

Nguyen, Manh-Hung; Ha-Huy, Thai - Théorie Économique, Modélisation, Application … - 2008

Page and Wooders (1996) prove that the no-unbounded-arbitrage (NUBA) condition introduced by Page (1987) is equivalent to the existence of a no arbitrage price (NAPS) when no agent has non-null useless vectors. Al- louch, Le Van and Page (2002) show that their generalized NAPS condition is...

Persistent link: https://www.econbiz.de/10005328323

No Unbounded Arbitrage, Weak No Market Arbitrage and No Arbitrage Price System Conditions: The Circular Results

Nguyen, Manh-Hung; Ha-Huy, Thai - Development and Policies Research Center (Depocen) - 2008

Page and Wooders (1996) prove that the no-unbounded-arbitrage (NUBA) condition introduced by Page (1987) is equivalent to the existence of a no arbitrage price (NAPS) when no agent has non-null useless vectors. Allouch, Le Van and Page (2002) show that their generalized NAPS condition is...

Persistent link: https://www.econbiz.de/10004968677

Arbitrage and equilibrium in unbounded exchange economies with satiation

Allouch, Nizar; Le Van, Cuong; Page, Frank H. - In: Journal of mathematical economics 42 (2006) 6, pp. 661-674

Persistent link: https://www.econbiz.de/10003376548

Arbitrage, equilibrium and nonsatiation

Allouch, Nizar (contributor); Le Van, Cuong (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001660687

Arbitrage, equilibrium, and nonsatiation

Allouch, Nizar (contributor); Le Van, Cuong (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024380

Long-run equilibrium in international assets and goods markets : why is the law of one price required?

Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - In: Journal of economic behavior & organization : JEBO 190 (2021), pp. 891-904

Persistent link: https://www.econbiz.de/10013188474

Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

Bosi, Stefano; Fontaine, Patrice; Le Van, Cuong - In: Mathematical social sciences 82 (2016), pp. 26-36

Persistent link: https://www.econbiz.de/10011662845