Arbitrage and equilibrium with portfolio constraints (Q5962166)
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scientific article; zbMATH DE number 5789577
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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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0.8359604477882385
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0.8098551034927368
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0.8087308406829834
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0.7958681583404541
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