Pareto optima in incomplete financial markets

DOI10.1016/0304-4068(94)90038-8zbMath0789.90005OpenAlexW1979104872MaRDI QIDQ1317319

Lars Tyge Nielsen

Publication date: 18 April 1994

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)90038-8

zbMATH Keywords

financial marketsexchange economyset market models

Mathematics Subject Classification ID

Cites Work

• The expected utility of portfolios of assets
• Existence of equilibrium in CAPM
• Equilibrium in CAPM without a Riskless Asset
• Asset Market Equilibrium with Short-Selling
• Unnamed Item