Thai Ha Huy

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No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk...

Xuất bản: 27 July, 2022

Cuong Le Van, Cuong Le Van, Thai Ha Huy, Manh Hung Nguyen, Thai Ha Huy, Manh Hung Nguyen

We consider a general equilibrium model in asset markets with a countable set of states and expected risk averse utilities. The agents do not have the same beliefs. We use the methods in Le Van – Truong Xuan (JME, 2001) but one of their assumption...

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