1. Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong.
   In: PSE-Ecole d'économie de Paris (Postprint).
   RePEc:hal:pseptp:hal-03330856.

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2. Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong.
   In: Post-Print.
   RePEc:hal:journl:hal-03330856.

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3. Long-run equilibrium in international assets and goods markets: Why is the Law of One Price required?. (2021). Fontaine, Patrice ; Bosi, Stefano ; le Van, Cuong.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-03330856.

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4. Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). le Van, Cuong ; Fontaine, Patrice ; Bosi, Stefano.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904.

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5. How to determine exchange rates under risk neutrality: A note. (2017). Bosi, Stefano ; le Van, Cuong ; Fontaine, Patrice.
   In: Economics Letters.
   RePEc:eee:ecolet:v:157:y:2017:i:c:p:92-96.

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1. Arbitrage and equilibrium in economies with short-selling and ambiguity. (2018). Ha-Huy, Thai ; Tran-Viet, Cuong ; le Van, Cuong.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:76:y:2018:i:c:p:95-100.

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2. No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong.
   In: Documents de travail du Centre d'Economie de la Sorbonne.
   RePEc:mse:cesdoc:17023.

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3. No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-01529663.

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4. No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong.
   In: Documents de recherche.
   RePEc:eve:wpaper:17-06.

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5. Existence of equilibrium on asset markets with a countably infinite number of states. (2017). Ha-Huy, Thai ; le Van, Cuong.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:73:y:2017:i:c:p:44-53.

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6. Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets. (2016). LE VAN, CUONG ; Fontaine, Patrice ; Bosi, Stefano.
   In: Documents de travail du Centre d'Economie de la Sorbonne.
   RePEc:mse:cesdoc:16063.

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7. Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities. (2016). LE VAN, CUONG ; Ha-Huy, Thai ; Manh-Hung, NGUYEN.
   In: Documents de travail du Centre d'Economie de la Sorbonne.
   RePEc:mse:cesdoc:16062.

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8. Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets. (2016). LE VAN, CUONG ; Fontaine, Patrice ; Bosi, Stefano.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-01391013.

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9. Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities. (2016). LE VAN, CUONG ; Ha-Huy, Thai ; Hung, Nguyen Manh .
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-01390954.

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10. Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets. (2016). LE VAN, CUONG ; Fontaine, Patrice ; Bosi, Stefano.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:82:y:2016:i:c:p:26-36.

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11. Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities. (2016). LE VAN, CUONG ; Ha-Huy, Thai ; Nguyen, Manh-Hung.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:79:y:2016:i:c:p:30-39.

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12. Efficient allocations and Equilibria with short-selling and Incomplete Preferences. (2014). LE VAN, CUONG ; Dana, Rose-Anne .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14041.

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13. Arbitrage and asset market equilibrium in finite dimensional economies with short. (2014). LE VAN, CUONG ; Ha-Huy, Thai.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-122.

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14. Arbitrage and asset market equilibrium in infinite dimensional economies with short. (2014). Nguyen, Manh-Hung ; LE VAN, CUONG ; Ha-Huy, Thai.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-100.

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15. Efficient allocations and Equilibria with short-selling and Incomplete Preferences. (2014). Dana, Rose-Anne ; le Van, Cuong.
    In: Post-Print.
    RePEc:hal:journl:halshs-01020646.

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16. Efficient allocations and Equilibria with short-selling and Incomplete Preferences. (2014). LE VAN, CUONG ; Dana, Rose-Anne .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01020646.

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17. Efficient allocations and equilibria with short-selling and incomplete preferences. (2014). LE VAN, CUONG ; Dana, R. A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:53:y:2014:i:c:p:101-105.

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18. .

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19. Existence of equilibrium with unbounded short sales: A new approach. (2012). Wooders, Myrna ; Page, Frank ; Danilov, Vladimir ; Koshovoy, Gleb .
    In: MPRA Paper.
    RePEc:pra:mprapa:37778.

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20. General Equilibrium: Theory and Evidence. (2012). oslington, paul.
    In: The Economic Record.
    RePEc:bla:ecorec:v:88:y:2012:i:282:p:446-448.

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21. Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities. (2011). LE VAN, CUONG ; Ha-Huy, Thai ; Nguyen, Manh-Hung.
    In: LERNA Working Papers.
    RePEc:ler:wpaper:24779.

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22. Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities. (2011). Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:hal-00655172.

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23. Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities. (2011). Dana, R.-A., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:3:p:328-335.

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24. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). le Van, Cuong ; Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:halshs-00470670.

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25. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures. (2010). le Van, Cuong ; Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:halshs-00308530.

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26. No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; Equivalent conditions. (2010). Nguyen, Manh-Hung ; Ha-Huy, Thai.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:46:y:2010:i:1:p:128-131.

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27. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). LE VAN, CUONG ; Dana, R. A..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:6:p:2186-2202.

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28. Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures. (2010). le Van, Cuong ; Dana, Rose-Anne .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/2342.

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29. General Equilibrium:Theory and Evidence. (2009). Bryant, WDA ; W D A Bryant, .
    In: World Scientific Books.
    RePEc:wsi:wsbook:6875.

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30. No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity. (2009). le Van, Cuong ; Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:halshs-00281582.

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31. No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity. (2009). LE VAN, CUONG ; Dana, Rose-Anne .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00281582.

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32. Unbounded exchange economies with satiation: How far can we go?. (2009). Monteiro, Paulo ; Martins-da-Rocha, V. Filipe ; Martins-da-Rocha, V. Filipe, .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:7-8:p:465-478.

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33. Walras and dividends equilibrium with possibly satiated consumers. (2008). le Van, Cuong.
    In: Post-Print.
    RePEc:hal:journl:halshs-00241543.

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34. Walras and dividends equilibrium with possibly satiated consumers. (2008). le Van, Cuong ; Allouch, Nizar.
    In: Post-Print.
    RePEc:hal:journl:halshs-00101189.

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35. Walras and dividends equilibrium with possibly satiated consumers. (2008). LE VAN, CUONG ; Allouch, Nizar.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00101189.

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36. Unbounded exchange economies with satiation: how far can we go?. (2008). Monteiro, Paulo ; Martins-da-Rocha, V. Filipe.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:646.

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37. Walras and dividends equilibrium with possibly satiated consumers. (2008). LE VAN, CUONG ; Allouch, Nizar.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:9-10:p:907-918.

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38. No-arbitrage condition and existence of equilibrium with dividends. (2007). le Van, Cuong ; Minh, Nguyen Ba ; Nguyen Ba Minh, .
    In: Post-Print.
    RePEc:hal:journl:halshs-00101177.

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39. No-arbitrage condition and existence of equilibrium with dividends. (2007). LE VAN, CUONG ; Minh, Nguyen Ba ; Nguyen Ba Minh, .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00101177.

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40. No-arbitrage condition and existence of equilibrium with dividends. (2007). LE VAN, CUONG ; Nguyen Ba Minh, .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:43:y:2007:i:2:p:135-152.

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41. Walras and Dividends Equilibrium with Possibly Satiated Consumers. (2006). LE VAN, CUONG ; Allouch, Nizar.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp555.

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42. Walras and Dividends Equilibrium with Possibly Satiated Consumers. (2006). le Van, Cuong ; Allouch, Nizar.
    In: Working Papers.
    RePEc:qmw:qmwecw:555.

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43. Arbitrage and equilibrium in unbounded exchange economies with satiation. (2006). Page, Frank ; LE VAN, CUONG ; Allouch, Nizar.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00096040.

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44. Arbitrage and equilibrium in unbounded exchange economies with satiation. (2006). Page, Frank ; LE VAN, CUONG ; Allouch, Nizar ; Page, Frank Jr., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:6:p:661-674.

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45. Asset market equilibrium with short-selling and differential information.. (2005). Vailakis, Yiannis ; Martins-da-Rocha, V. Filipe ; Daher, Wassim ; V. Filipe Martins-da-Rocha, ; V. Filipe Martins-da-Rocha, .
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:b05098.

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46. Asset market equilibrium with short-selling and differential information. (2005). Vailakis, Yiannis ; V. Filipe Martins-da-Rocha, ; Daher, Wassim ; V. Filipe Martins-da-Rocha, .
    In: Post-Print.
    RePEc:hal:journl:halshs-00173787.

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47. No-arbitrage condition and existence of equilibrium with dividends.. (2004). LE VAN, CUONG ; Nguyen Ba Minh, .
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:b04058.

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48. Edgeworth and Walras equilibria of an arbitrage-free exchange economy. (2004). Florenzano, Monique ; Allouch, Nizar.
    In: Post-Print.
    RePEc:hal:journl:halshs-00086096.

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49. Edgeworth and Walras equilibria of an arbitrage-free exchange economy. (2004). Florenzano, Monique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00086096.

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50. No-arbitrage condition and existence of equilibrium with dividends. (2004). LE VAN, CUONG ; Minh, Nguyen Ba ; Nguyen Ba Minh, .
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2004034.

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