Characterizing useless-free financial structures

DOI10.1007/S11228-015-0353-4MaRDI QIDQ255189zbMATHOpenAlexFDO

Authors Zaier Aouani, Bernard Cornet

Publication date 9 March 2016

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-015-0353-4

zbMATH Keywords

asymptotic conebounded attainable allocationsredundant assetsuseless portfolios

Mathematics Subject Classification ID

Portfolio theory (91G10) Set-valued and variational analysis (49J53) Set-valued maps in general topology (54C60)

Recommendations

• Eliminating useless portfolios in constrained financial economies
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Cites work

• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• scientific article; zbMATH DE number 5050000 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• A remark on the set of arbitrage-free prices in a multi-period model
• Arbitrage and equilibrium with portfolio constraints
• Competitive equilibrium with incomplete financial markets
• Eliminating useless portfolios in constrained financial economies
• Existence of financial equilibria with restricted participation
• On the Boundedness of the Feasible Set without Convexity Assumptions
• Reduced equivalent form of a financial structure
• The structure of financial equilibrium with exogenous yields. The case of restricted participation

Cited in

(4)

• Existence of financial equilibria with restricted participation
• Submodular financial markets with frictions
• Eliminating useless portfolios in constrained financial economies
• Reduced equivalent form of a financial structure

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