Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Bibliographic Data
| ID | 11285161 |
|---|---|
| Authors | Thai Ha‐Huy (0000-0001-9384-834X, Université d'Évry Val-d'Essonne, corresponding author), Thai Ha-Huy (0000-0002-7833-5498, corresponding author), Cuong Le Van (0000-0002-2710-522X, Centre National de la Recherche Scientifique), Manh-Hung Nguyen (0000-0003-1887-0226, Toulouse School of Economics) |
| Year | 2016 |
| Volume | 79 |
| Pages | 30-39 |
| Publication date | 2016-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Mathematical Social Sciences (JOURNAL) |
| Journal identifiers | ISSN: 0165-4896 • E-ISSN: 1879-3118 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.mathsocsci.2015.10.007 |
| OpenAlex | W2161019606 |
| Language | EN |
| Citations received | 1 |
| References cited | 16 |
Arbitrage · Asset (computer security · Compact space · Complete market · Economics · Expected utility hypothesis · Financial economics · Finite set · General equilibrium theory · Incomplete markets · Mathematical economics · Microeconomics · Set (abstract data type · Von Neumann architecture · Von Neumann–Morgenstern utility theorem · Complex Systems and Time Series Analysis · Computer Science · Economic theories and models · Mathematics · Stochastic processes and financial applications
| Unique citing works | 1 |
|---|---|
| Citations per year | 0,2 |
| Citation span | 2021 - 2021 (1) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 1 |