Some remarks on a paper of David Kreps

Walter Schachermayer

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

This note is based on the seminal paper of D. Kreps: "Arbitrage and Equilibrium in Economies with Infinitely many Commodities". We give a (negative) solution to a conjecture raised in this paper as well as some remarks commenting on the results of this paper in view of the more recent literature. (author's abstract)

Publikationsreihe

ReiheWorking Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Nummer27

WU Working Paper Reihe

  • Working Papers SFB \Adaptive Information Systems and Modelling in Economics and Management Science\

Zitat