Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities

Thai Ha-Huy, Cuong Le Van, Manh-Hung Nguyen. Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities. Mathematical Social Sciences, 79:30-39, 2016. [doi]

@article{Ha-HuyVN16,
  title = {Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities},
  author = {Thai Ha-Huy and Cuong Le Van and Manh-Hung Nguyen},
  year = {2016},
  doi = {10.1016/j.mathsocsci.2015.10.007},
  url = {http://dx.doi.org/10.1016/j.mathsocsci.2015.10.007},
  researchr = {https://researchr.org/publication/Ha-HuyVN16},
  cites = {0},
  citedby = {0},
  journal = {Mathematical Social Sciences},
  volume = {79},
  pages = {30-39},
}