메뉴 건너뛰기




Volumn 30, Issue 3, 1998, Pages 347-366

Portfolio dominance and optimality in infinite security markets

Author keywords

D41; D52; Equilibrium; G11; G22; Portfolio dominance; Security markets; Yudin basis

Indexed keywords


EID: 0000878690     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(97)00038-4     Document Type: Article
Times cited : (21)

References (31)
  • 3
    • 85045534537 scopus 로고    scopus 로고
    • Separable utility functions. Center for Analytic Economics
    • Cornell University, Working Paper #96-02, forthcoming
    • Aliprantis, C.D., 1996. Separable utility functions. Center for Analytic Economics, Cornell University, Working Paper #96-02, forthcoming in J. Mathematical Economics 28.
    • (1996) In J. Mathematical Economics , vol.28
    • Aliprantis, C.D.1
  • 10
    • 0000346099 scopus 로고
    • Arbitrage and existence of equilibrium in infinite asset markets
    • Brown D.J., Werner J. Arbitrage and existence of equilibrium in infinite asset markets. Rev. Economic Studies. 62:1995;101-114.
    • (1995) Rev. Economic Studies , vol.62 , pp. 101-114
    • Brown, D.J.1    Werner, J.2
  • 11
    • 0000446651 scopus 로고
    • Asset market equilibrium in infinite dimensional complete markets
    • Cheng H. Asset market equilibrium in infinite dimensional complete markets. J. Mathematical Economics. 20:1991;137-152.
    • (1991) J. Mathematical Economics , vol.20 , pp. 137-152
    • Cheng, H.1
  • 12
    • 38249002888 scopus 로고
    • Competitive equilibrium in Sobolev spaces without bounds on short sales
    • Chichilnisky G., Heal G.M. Competitive equilibrium in Sobolev spaces without bounds on short sales. J. Economic Theory. 59:1993;364-384.
    • (1993) J. Economic Theory , vol.59 , pp. 364-384
    • Chichilnisky, G.1    Heal, G.M.2
  • 13
    • 0002498759 scopus 로고
    • A unified beta pricing theory
    • Connor G. A unified beta pricing theory. J. Economic Theory. 34:1984;13-31.
    • (1984) J. Economic Theory , vol.34 , pp. 13-31
    • Connor, G.1
  • 14
    • 0030524937 scopus 로고    scopus 로고
    • p-Spaces with Complete Markets: A Duality Approach
    • p-Spaces with Complete Markets: A Duality Approach. J. Mathematical Economics. 25:1996;263-280.
    • (1996) J. Mathematical Economics , vol.25 , pp. 263-280
    • Dana, R.A.1    Le Van, C.2
  • 16
    • 0000605928 scopus 로고
    • Overlapping expectations and Hart's condition for equilibrium in securities model
    • Hammond P. Overlapping expectations and Hart's condition for equilibrium in securities model. J. Economic Theory. 31:1983;170-175.
    • (1983) J. Economic Theory , vol.31 , pp. 170-175
    • Hammond, P.1
  • 17
    • 38649141305 scopus 로고
    • Martingales and arbitrage in multiperiod securities markets
    • Harrison J.M., Kreps D.M. Martingales and arbitrage in multiperiod securities markets. J. Economic Theory. 20:1979;381-408.
    • (1979) J. Economic Theory , vol.20 , pp. 381-408
    • Harrison, J.M.1    Kreps, D.M.2
  • 18
    • 0001554518 scopus 로고
    • On the existence of equilibrium in a securities model
    • Hart O.D. On the existence of equilibrium in a securities model. J. Economic Theory. 9:1974;293-311.
    • (1974) J. Economic Theory , vol.9 , pp. 293-311
    • Hart, O.D.1
  • 21
    • 0001360161 scopus 로고
    • The price equilibrium existence problem in topological vector lattices
    • Mas-Colell A. The price equilibrium existence problem in topological vector lattices. Econometrica. 54:1986;1039-1053.
    • (1986) Econometrica , vol.54 , pp. 1039-1053
    • Mas-Colell, A.1
  • 22
    • 0012001312 scopus 로고
    • Default risk in a general equilibrium asset economy with incomplete markets
    • Milne F. Default risk in a general equilibrium asset economy with incomplete markets. Int. Economic Rev. 17:1976;613-625.
    • (1976) Int. Economic Rev. , vol.17 , pp. 613-625
    • Milne, F.1
  • 23
    • 38249038022 scopus 로고
    • The induced preference approach to arbitrage and diversification arguments in finance
    • Milne F. The induced preference approach to arbitrage and diversification arguments in finance. Eur. Economic Rev. 31:1987;235-245.
    • (1987) Eur. Economic Rev. , vol.31 , pp. 235-245
    • Milne, F.1
  • 24
    • 84972533502 scopus 로고
    • Structure of Banach quasi-sublattices
    • Miyajima S. Structure of Banach quasi-sublattices. Hokkaido Mathematical J. 12:1983;83-91.
    • (1983) Hokkaido Mathematical J. , vol.12 , pp. 83-91
    • Miyajima, S.1
  • 25
    • 0001069587 scopus 로고
    • Asset market equilibrium with short-selling
    • Nielsen L.T. Asset market equilibrium with short-selling. Rev. Economic Studies. 56:1989;467-474.
    • (1989) Rev. Economic Studies , vol.56 , pp. 467-474
    • Nielsen, L.T.1
  • 26
    • 38249034731 scopus 로고
    • On equilibrium in Hart's securities exchange model
    • Page F. On equilibrium in Hart's securities exchange model. J. Economic Theory. 41:1987;392-404.
    • (1987) J. Economic Theory , vol.41 , pp. 392-404
    • Page, F.1
  • 29
    • 49549135545 scopus 로고
    • The arbitrage theory of capital asset pricing
    • Ross S.A. The arbitrage theory of capital asset pricing. J. Economic Theory. 13:1976;341-360.
    • (1976) J. Economic Theory , vol.13 , pp. 341-360
    • Ross, S.A.1
  • 30
    • 0001695507 scopus 로고
    • Arbitrage and the existence of competitive equilibrium
    • Werner J. Arbitrage and the existence of competitive equilibrium. Econometrica. 55:1987;1403-1418.
    • (1987) Econometrica , vol.55 , pp. 1403-1418
    • Werner, J.1
  • 31
    • 0002125737 scopus 로고    scopus 로고
    • Diversification and equilibrium in securities markets
    • Werner J. Diversification and equilibrium in securities markets. Technical Report, SITE, J. Economic Theory. 75:1997;89-103.
    • (1997) Technical Report, SITE, J. Economic Theory , vol.75 , pp. 89-103
    • Werner, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.