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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
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Existence of equilibrium on asset markets with a countably infinite number of states
Ha-Huy, Thai; Le Van, Cuong - In: Journal of mathematical economics 73 (2017), pp. 44-53
Persistent link: https://www.econbiz.de/10011842000
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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
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General equilibrium in asset markets with or without short-selling
Dana, Rose-Anne; Le Van, Cuong; Magnien, François - 1994
Persistent link: https://www.econbiz.de/10000900420
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Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Bosi, Stefano; Le Van, Cuong; Pham, Ngoc-Sang - In: Journal of mathematical economics 76 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10012105376
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Intertemporal equilibrium with financial asset and physical capital
Le Van, Cuong; Pham, Ngoc-Sang - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 155-199
Persistent link: https://www.econbiz.de/10011554134
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Asset markets equilibrium in Lp spaces with separable utilities
Le Van, Cuong; Xuan, Duc Ha Truong - In: Journal of mathematical economics 36 (2001) 3, pp. 241-254
Persistent link: https://www.econbiz.de/10001655401
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No-arbitrage condition and existence of equilibrium in asset markets with a continuum of traders
Le Van, Cuong; Magnien, François - In: International journal of economic theory 1 (2005) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10003150049