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Arbitrage and equilibrium in strategic security markets

https://doi.org/10.1007/s00199-003-0373-4
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-349-15492-0_19openalex-snapshot
The Role of Securities in the Optimal Allocation of Risk-bearing
inferredcites →https://doi.org/10.1007/s00199-003-0389-9openalex-snapshot
Strategic market games with a finite horizon and incomplete markets
inferredcites →https://doi.org/10.1007/s001990050287openalex-snapshot
Uncertainty and insurance in strategic market games
inferredcites →https://doi.org/10.1016/0304-4068(90)90034-7openalex-snapshot
An introduction to general equilibrium with incomplete asset markets
inferredcites →https://doi.org/10.1016/j.jmateco.2004.01.001openalex-snapshot
Nash competitive equilibria and two-period fund separation
inferredcites →https://doi.org/10.1016/s0022-0531(02)00014-5openalex-snapshot
Non-Walrasian equilibria and the law of one price
inferredcites →https://doi.org/10.2139/ssrn.199749openalex-snapshot
Market Games with Multiple Trading Posts
inferredcites →https://doi.org/10.2307/1913649openalex-snapshot
Approximate Efficiency of Non-Walrasian Nash Equilibria
inferredcites →https://doi.org/10.2307/2290043openalex-snapshot
Security Markets, Stochastic Models.
inferredcites →https://doi.org/10.2307/2328286openalex-snapshot
Security Markets: Stochastic Models.

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2781023openalex-extracted
The Effect of Market Power on Risk-Sharing
inferred← citeshttps://doi.org/10.2139/ssrn.3297530openalex-extracted
inferred← citeshttps://doi.org/10.1007/s00199-007-0245-4openalex-snapshot
On Shapley–Shubik equilibria with financial markets
inferred← citeshttps://doi.org/10.1007/s00199-009-0506-5openalex-snapshot
Arbitrage and equilibrium with portfolio constraints
inferred← citeshttps://doi.org/10.1007/s00199-010-0567-5openalex-snapshot
No-arbitrage, state prices and trade in thin financial markets
inferred← citeshttps://doi.org/10.1007/s00199-017-1074-8openalex-snapshot
Arbitrage pricing in non-Walrasian financial markets
inferred← citeshttps://doi.org/10.1007/s10058-012-0133-7openalex-snapshot
Arbitrage, strategic inefficiency and self-regulation
inferred← citeshttps://doi.org/10.1007/s11579-017-0183-2openalex-snapshot
The effect of market power on risk-sharing
inferred← citeshttps://doi.org/10.1016/j.jmateco.2004.01.001openalex-snapshot
Nash competitive equilibria and two-period fund separation
inferred← citeshttps://doi.org/10.1111/j.1467-9957.2010.02170.xopenalex-snapshot
A STRATEGIC MARKET GAME OF CARRY TRADES AND EQUILIBRIUM PROFITS*
inferred← citeshttps://doi.org/10.1111/mafi.12282openalex-snapshot
Optimal Investment, Derivative Demand and Arbitrage Under Price Impact
inferred← citeshttps://doi.org/10.2202/1935-1704.1418openalex-snapshot
Purchasing Power Parity with Strategic Markets
inferred← citeshttps://doi.org/10.2298/eka1294063lopenalex-snapshot
A survey of strategic market games
inferred← citeshttps://doi.org/10.31384/jisrmsse/2017.15.2.1openalex-snapshot
Modeling and Analyzing Macro-Economic Variables as Risk Factors: Evidence from Pakistani Stock Exchange
inferred← citeshttps://doi.org/10.3390/g2020209openalex-snapshot
Competing in Several Areas Simultaneously: The Case of Strategic Asset Markets
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