Complete and incomplete markets with short-sale constraints
From MaRDI portal
Publication:1865175
DOI10.1007/s00199-001-0244-9zbMath1030.91024MaRDI QIDQ1865175
Publication date: 25 March 2003
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://papers.tinbergen.nl/01034.pdf
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
Long-lived collateralized assets and bubbles, On the positive fundamental value of money with short-sale constraints, Short sale constraints, correlation and market efficiency, Capital regulation and banking bubbles, Welfare effects of short-sale constraints under heterogeneous beliefs