Characterizing useless-free financial structures

DOI10.1007/S11228-015-0353-4zbMATH Open1347.49024OpenAlexW2282952400MaRDI QIDQ255189FDOQ255189

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

Recommendations

• Eliminating useless portfolios in constrained financial economies
• Existence of financial equilibria with restricted participation
• Reduced equivalent form of a financial structure
• Arbitrage and equilibrium with portfolio constraints
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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)

Cites Work

• Existence of financial equilibria with restricted participation
• Title not available (Why is that?)
• Reduced equivalent form of a financial structure
• A remark on the set of arbitrage‐free prices in a multi‐period model
• Eliminating useless portfolios in constrained financial economies
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Boundedness of the Feasible Set without Convexity Assumptions
• Arbitrage and equilibrium with portfolio constraints
• Competitive equilibrium with incomplete financial markets
• The structure of financial equilibrium with exogenous yields. The case of restricted participation

Cited In (4)

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

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