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Arbitrage and equilibrium with portfolio contraints

Cornet, Bernard; Gopalan, Ramu - In: Economic theory : official journal of the Society for … 45 (2010) 1/2, pp. 227-252

Persistent link: https://www.econbiz.de/10008655604

Arbitrage and equilibrium with portfolio constraints

Cornet, Bernard; Gopalan, Ramu - 2009

Persistent link: https://www.econbiz.de/10003921606

An equilibrium approach to the aggregation of beliefs

Jin, Yi; Zhang, Jianbo - In: Frontiers of economics in China : selected publications … 8 (2013) 1, pp. 50-63

Persistent link: https://www.econbiz.de/10009744745

Infinite supermodularity and preferences

Chateauneuf, Alain; Vergopoulos, Vassilios; Zhang, Jianbo - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 99-109

Persistent link: https://www.econbiz.de/10011723360

Monetary services aggregation under uncertainty : a behavioral economics extension using Choquet expectation

Barnett, William A.; Han, Qing; Zhang, Jianbo - 2018

Persistent link: https://www.econbiz.de/10011965813

Monetary services aggregation under uncertainty : a behavioral economics extension using Choquet expectation

Barnett, William A.; Han, Qing; Zhang, Jianbo - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 437-447

Persistent link: https://www.econbiz.de/10012598397

Elimination of arbitrage states in asymmetric information models

Cornet, Bernard; Boisdeffre, Lionel de - In: Economic theory : official journal of the Society for … 38 (2009) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10003783133

Arbitrage and price revelation with asymmetric information and incomplete markets

Cornet, Bernard; Boisdeffre, Lionel de - In: Journal of mathematical economics 38 (2002) 4, pp. 393-410

Persistent link: https://www.econbiz.de/10001717140

Eliminating useless portfolios in constrained financial economies

Aouani, Zaier; Cornet, Bernard - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 159-190

Persistent link: https://www.econbiz.de/10011723405

A remark on arbitrage free prices in multi-period economy.

Cornet, Bernard; Ranjan, Abhishek - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012

We study the convexity property of the set of arbitrage-free prices for a multi-period financial exchange economy. We provide sufficient conditions for the set of arbitrage-free prices to be a convex cone, which includes 2-date model. Further we show that a financial exchange economy with the...

Persistent link: https://www.econbiz.de/10010551755