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Ha-Huy, Thai, Le Van, Cuong and Nguyen, Manh-Hung
(2016)
Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities.
Mathematical Social Sciences, vol. 79.
pp. 30-39.
This is the latest version of this item.
Official URL : http://tse-fr.eu/pub/29899
Identification Number : 10.1016/j.mathsocsci.2015.10.007
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | January 2016 |
| Refereed: | Yes |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 26 Apr 2016 13:50 |
| Last Modified: | 07 Jun 2024 08:05 |
| OAI Identifier: | oai:tse-fr.eu:29899 |
| URI: | https://publications.ut-capitole.fr/id/eprint/18717 |
Available Versions of this Item
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Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities. (deposited 09 Jul 2014 17:36)
- Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities. (deposited 26 Apr 2016 13:50) [Currently Displayed]
