Viable prices in financial markets with solvency constraints
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Publication:1890932
DOI10.1016/0304-4068(94)00682-ZzbMATH Open0827.90008OpenAlexW1990166247MaRDI QIDQ1890932FDOQ1890932
Authors: Ayman Hindy 
Publication date: 28 May 1995
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(94)00682-z
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Cites Work
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- Martingales and arbitrage in multiperiod securities markets
- Asset pricing for general processes
- Asset Pricing in Economies with Frictions
- Finitely Additive Measures
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- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Arbitrage and equilibrium in economies with infinitely many commodities
- Borrowing Constraints and Aggregate Economic Activity
- Title not available (Why is that?)
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- Labor income, borrowing constraints, and equilibrium asset prices
- Hedging in incomplete markets with HARA utility
- The permanent income hypothesis: A theoretical formulation
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
- On the fundamental theorem of asset pricing with an infinite state space
- Information structures and viable price systems
Cited In (8)
- Viability and equilibrium in securities markets with frictions
- Collateral equilibrium. I: A basic framework
- Why does bad news increase volatility and decrease leverage?
- ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
- Dividends in the theory of derivative securities pricing
- State tameness: a new approach for credit constrains
- Arbitrage and viability in securities markets with fixed trading costs
- Information structures and viable price systems
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