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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

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

Improving VWAP strategies: A dynamical volume approach

Białkowski, Jedrzej; Darolles, Serge; Fol, Gaëlle Le - Centre d'Études des Politiques Économiques (EPEE), … - 2006

In this paper, we present a new methodology for modeling intraday volume which allows for a reduction of the execution risk in VWAP (Volume Weighted Average Price) orders. The results are obtained for the all stocks included in the CAC40 index at the beginning of September 2004. The idea of...

Persistent link: https://www.econbiz.de/10010641698

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

Arbitrage, equilibrium, and nonsatiation

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

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

Arbitrage, equilibrium and nonsatiation

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

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

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 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 and equilibrium in unbounded exchange economies with satiation

Allouch, Nizar; Van, Cuong Le; Page, Frank H. - HAL - 2006

In his seminal paper on arbitrage and competitive equilibrium in unbounded exchange economies, Werner (Econometrica, 1987) proved the existence of a competitive equilibrium, under a price no-arbitrage condition, without assuming either local or global nonsatiation. Werner's existence result...

Persistent link: https://www.econbiz.de/10010750785

ARBITRAGE, EQUILIBRIUM AND NONSATIATION

Allouch, Nizar; Van, Cuong Le; Page Jr. Frank H. - Department of Economics, University of Warwick - 2002

In his seminal paper on arbitrage and competitive equilibrium in unbounded exchange economies, Werner (Econometrica, 1987) proved the existence of a competitive equilibrium, under a price no- arbitrage condition, without assuming either local or global nonsatiation. Werner's existence result...

Persistent link: https://www.econbiz.de/10005748238