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Mackey compactness in B (S)
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CAPM
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Chateauneuf, Alain
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Calcul économique et politique économique en présence d'imperfections de la concurrence, d'imperfections des marchés et de contraintes informationnelles : contrat du Commissariat Général du Plan MDPE no. 20/1990 ; rapport final
2
Economic theory
2
Journal of mathematical economics
2
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Insper working paper / Insper, Instituto de Ensino e Pesquisa
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
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2
Regular economies with ambiguity aversion
Biheng, Noé
;
Bonnisseau, Jean-Marc
- In:
Journal of mathematical economics
59
(
2015
),
pp. 24-36
Persistent link: https://www.econbiz.de/10011573442
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3
Continuity of marketable payoffs with re-trading
Bonnisseau, Jean-Marc
;
Chéry, Achis
- In:
Economic theory
75
(
2023
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10013488820
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4
Choquet pricing for financial markets with frictions
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 182-208)
.
1992
Persistent link: https://www.econbiz.de/10001288569
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5
Pricing in slack markets
Chateauneuf, Alain
- In:
Calcul économique et politique économique en …
,
(pp. 146-181)
.
1992
Persistent link: https://www.econbiz.de/10001288570
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6
Choquet pricing for financial markets with frictions
Chateauneuf, Alain
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 323-330
Persistent link: https://www.econbiz.de/10001208955
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7
Submodular financial markets with frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory
73
(
2022
)
2/3
,
pp. 721-744
Persistent link: https://www.econbiz.de/10013277391
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8
The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Economic theory bulletin
10
(
2022
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10013262870
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9
Endogenous collateral
Araújo, Aloisio Pessoa de
;
Barbachan, José Santiago …
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 439-462
Persistent link: https://www.econbiz.de/10002922620
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