Arbitrage and equilibrium with portfolio constraints (Q5962166): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2152385737 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5482553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of financial equilibria with restricted participation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed-point-like theorems on subspaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of pseudo-equilibria in a financial economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous restricted participation in general financial equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sunspots and incomplete financial markets: The general case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Competitive equilibrium with incomplete financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generic regularity of competitive equilibria with restricted participation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and price revelation with asymmetric information and incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elimination of arbitrage states in asymmetric information models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5588318 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determinacy with nominal assets and outside money / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic equilibria with incomplete financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in incomplete markets. I: A basic model of generic existence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in incomplete markets. II: Generic existence in stochastic economies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Slack in incomplete markets with nominal assets: A symmetric proof / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium existence theorem for a general model without ordered preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real indeterminacy with financial assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving systems of simultaneous equations in economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The survival assumption and existence of competitive equilibria when asset markets are incomplete / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimality of equilibrium when the market structure is incomplete / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limits to arbitrage when market participation is restricted / rank
 
Normal rank
Property / cites work
 
Property / cites work: A geometric approach to a class of equilibrium existence theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of equilibrium with incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and equilibrium in strategic security markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4389633 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset markets and the information revealed by prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the allocation of effort / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in economies with incomplete financial markets / rank
 
Normal rank

Latest revision as of 06:28, 3 July 2024

scientific article; zbMATH DE number 5789577
Language Label Description Also known as
English
Arbitrage and equilibrium with portfolio constraints
scientific article; zbMATH DE number 5789577

    Statements

    Arbitrage and equilibrium with portfolio constraints (English)
    0 references
    0 references
    0 references
    21 September 2010
    0 references
    0 references
    stochastic financial exchange economies
    0 references
    incomplete markets
    0 references
    financial equilibrium
    0 references
    constrained portfolios
    0 references
    multiperiod models
    0 references
    arbitrage-free asset prices
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references