We prove existence of equilibrium in a continuous‐time securities market in which the
securities are potentially dynamically complete: the number of securities is at least one more …

The aim of this paper is to provide a viable measure–theoretic framework for the study of
random phenomena involving a large number of economic entities. The work is based on …

Data mining as a discipline of computer science has been widely employed in several
domains as a result of the need to find methods to evaluate fast expanding data. Finance is …

We address a question posed by J.-F. Mertens and show that, indeed, RJ Aumann's
classical existence and equivalence theorems depend on there being “many more agents …

The impact of systematic risk on volatility skew is assessed in a CAPM–GARCH framework
under which the relationship between asset price and market index adheres to the CAPM …

For a large collection of random variables in an ideal setting, pairwise independence is
shown to be almost equivalent to mutual independence. An asymptotic interpretation of this …

We prove the existence of equilibrium in a continuous-time finance model; our results
include the case of dynamically incomplete markets as well as dynamically complete …

In this study, we examined the issue of the magnitude and direction of relationship between
capital market performance indicators and gross fixed capital formation in Nigeria from 1980 …

In this paper, I reflect on the implications of financial globalization for Islamic financial
institutions in terms of coordinates selected from both history and theory. I present in outline …

Nicholas Georgescu-Roegen was hostile to work in economic theory that is based on the
notion of a continuum of agents. In this essay, I use this hostility as a point of departure for an …