Reduced equivalent form of a financial structure
DOI10.1016/J.JMATECO.2010.12.015zbMATH Open1242.91177OpenAlexW2109229466MaRDI QIDQ433147FDOQ433147
Publication date: 13 July 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.12.015
portfolio constraintsarbitrage-free pricesconsumption equilibriumequivalent financial structurefinancial exchange economyreduced financial structurerestricted participation
Portfolio theory (91G10) Microeconomic theory (price theory and economic markets) (91B24) Dynamic stochastic general equilibrium theory (91B51)
Cites Work
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Cited In (14)
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- Financial segmentation and collateralized debt in infinite-horizon economies
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- Endogenous differential information
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