Arbitrage and equilibrium with portfolio constraints (Q5962166): Difference between revisions
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Revision as of 03:09, 20 March 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)
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21 September 2010
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stochastic financial exchange economies
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incomplete markets
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financial equilibrium
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constrained portfolios
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multiperiod models
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arbitrage-free asset prices
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