Viable prices in financial markets with solvency constraints
From MaRDI portal
Publication:1890932
DOI10.1016/0304-4068(94)00682-ZzbMath0827.90008OpenAlexW1990166247MaRDI QIDQ1890932
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
Related Items
Dividends in the theory of derivative securities pricing, Collateral equilibrium. I: A basic framework, Why does bad news increase volatility and decrease leverage?, Arbitrage and viability in securities markets with fixed trading costs, ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asset pricing for general processes
- Information structures and viable price systems
- Martingales and arbitrage in multiperiod securities markets
- Arbitrage and equilibrium in economies with infinitely many commodities
- The permanent income hypothesis: A theoretical formulation
- Labor income, borrowing constraints, and equilibrium asset prices
- Hedging in incomplete markets with HARA utility
- On the fundamental theorem of asset pricing with an infinite state space
- Borrowing Constraints and Aggregate Economic Activity
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Asset Pricing in Economies with Frictions
- Finitely Additive Measures
