Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model (Q3911620): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2307/2526179 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1979064772 / rank
 
Normal rank

Latest revision as of 15:34, 19 March 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
    0 references
    0 references
    1980
    0 references
    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
    0 references