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dc.contributor.authorTourky, Rabee
dc.contributor.authorMartins-da-Rocha, Victor-Filipe
dc.contributor.authorFlorenzano, Monique
dc.contributor.authorAliprantis, Charalambos
dc.date.accessioned2009-07-01T12:11:22Z
dc.date.available2009-07-01T12:11:22Z
dc.date.issued2004
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/601
dc.language.isoenen
dc.subjectSecurities markets; Edgeworth equilibrium; Non-trivial quasi-equilibrium; inductive limit topology; F-cone; Riesz-Kantorovich functionalen
dc.subject.ddc515en
dc.subject.classificationjelD41en
dc.subject.classificationjelD51en
dc.subject.classificationjelG11en
dc.subject.classificationjelG22en
dc.titleEquilibrium analysis in financial markets with countably many securitiesen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherUniversité Panthéon-Sorbonne - Paris I;France
dc.contributor.editoruniversityotherPurdue University;États-Unis
dc.description.abstractenAn F-cone is a pointed and generating convex cone of a real vector space that is the union of a countable family of finite dimensional polyedral convex cones such that each of which is an extremel subset of the subsequent one. In this paper, we study securities markets with countably many securities and arbitrary finite portfolio holdings. Moreover, we assume that each investor is constrained to have a non-negative end-of-period wealth. If, under the portfolio dominance order, the positive cone of the portfolio space is an F-cone, then Edgeworth allocations and non-trivial quasi-equilibria exist. This result extend the case where, as in Aliprantis et al.[JME 30 (1998a) 347-366], the positive cone is a Yudin cone.en
dc.relation.isversionofjnlnameJournal of Mathematical Economics
dc.relation.isversionofjnlvol40en
dc.relation.isversionofjnlissue6en
dc.relation.isversionofjnldate2004-09
dc.relation.isversionofjnlpages683-699en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.jmateco.2003.06.003en
dc.identifier.urlsitehttp://halshs.archives-ouvertes.fr/halshs-00086810/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelAnalyseen


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