Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model (Q3911620): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:57, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model |
scientific article |
Statements
Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model (English)
0 references
1980
0 references
securities model
0 references
short-selling
0 references
default risk
0 references
arbitrage
0 references
existence of a temporary equilibrium
0 references
futures markets with arbitrage
0 references
competitive framework
0 references
non-competitive framework
0 references
