期刊文献+

非套利条件及均衡的存在性

Arbitrage Conditions and the Existence of Competitive Equilibrium
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摘要 介绍了几个不同的非套利条件,验证了它们之间的关系,同时提出了这些非套利条件与均衡存在性之间的关系. Introduces some no-arbitrage conditions , and shows the relationships between various noarbitrage conditions; moreover, it shows the relationships between these no-arbitrage conditions and the existence of competitive equilibrium.
出处 《福建师范大学学报(自然科学版)》 CAS CSCD 北大核心 2005年第4期31-33,共3页 Journal of Fujian Normal University:Natural Science Edition
关键词 均衡 弱市场非套利条件 无界非套利条件 一般化无界非套利条件 equilibrium weak no-market-arbitrage condition no-unbounded-arbitrage condition generalized no-unbounded-arbitrage condition
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参考文献3

  • 1Hongbin D,Guangya C,Shouyang W.Arbitrage and equilibrium in asset exchange economies:a survey[J].Advanced Modelling and Optimization,2003,5:175-195.
  • 2Werner J.Arbitrage and the existence of competitive equilibrium[J].Econometrica,1987,55:1403-1418.
  • 3Allouch N,Le Van C,Page Jr F H.The geometry of arbitrage and the existence of competitive equilibrium[J].Journal of Mathematical Economics,2002,38:373-391.

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