Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model

DOI10.2307/2526179zbMath0461.90009OpenAlexW1979064772MaRDI QIDQ3911620

Frank Milne

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526179

zbMATH Keywords

arbitragedefault riskshort-sellingsecurities modelcompetitive frameworkexistence of a temporary equilibriumfutures markets with arbitragenon-competitive framework

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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