Back to search

On the fundamental theorem of asset pricing with an infinite state space

Data up to Jan 2025

Published1991
Citations141
References24

Total Citations Per Year

Abstract

References (24)

Martingales and arbitrage in multiperiod securities markets

1979 • 3,734 citations

Proceedings of the fifth Berkeley symposium on mathematical statistics and probability.

1969 • 3,180 citations

Martingales and stochastic integrals in the theory of continuous trading

1981 • 2,903 citations

Linear Operators. Part I: General Theory.

1960 • 2,894 citations

Sequences and Series in Banach Spaces

1984 • 1,551 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

Existence of equilibria in economies with infinitely many commodities

1972 • 555 citations

Arbitrage and equilibrium in economies with infinitely many commodities

1981 • 513 citations

Finitely additive measures

1952 • 484 citations

Equivalent martingale measures and no-arbitrage in stochastic securities market models

1990 • 453 citations

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

1985 • 305 citations

A simple approach to arbitrage pricing theory

1982 • 281 citations

Risk and return in finance

1977 • 275 citations

5. The Price Equilibrium Existence Problem in Topological Vector Lattices

2016 • 218 citations

Measure Theory and Integration

2018 • 173 citations

CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS

1994 • 171 citations

Multiperiod security markets with differential information

1986 • 114 citations

Multiperiod securities markets with differential information: martingales and resolution times

2011 • 110 citations

Positive dynamic programming

1967 • 110 citations

Information structure and equilibrium asset prices

1985 • 90 citations

Information structures and viable price systems

1985 • 53 citations

Measure theory and integration

2012 • 20 citations

Deleted Work

1955 • 0 citations

Cited By (0)

Loading...