Viable prices in financial markets with solvency constraints
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Cites work
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- scientific article; zbMATH DE number 3678488 (Why is no real title available?)
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 48635 (Why is no real title available?)
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Arbitrage and equilibrium in economies with infinitely many commodities
- Asset Pricing in Economies with Frictions
- Asset pricing for general processes
- Borrowing Constraints and Aggregate Economic Activity
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
- Finitely Additive Measures
- Hedging in incomplete markets with HARA utility
- Information structures and viable price systems
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- Labor income, borrowing constraints, and equilibrium asset prices
- Martingales and arbitrage in multiperiod securities markets
- On the fundamental theorem of asset pricing with an infinite state space
- The permanent income hypothesis: A theoretical formulation
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?
- Dividends in the theory of derivative securities pricing
- ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
- State tameness: a new approach for credit constrains
- Information structures and viable price systems
- Arbitrage and viability in securities markets with fixed trading costs
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