On the equivalence of financial structures with long-term assets

DOI10.1007/S11579-016-0169-5zbMATH Open1405.91728OpenAlexW3121701818MaRDI QIDQ506376FDOQ506376

Authors: Jean-Marc Bonnisseau, Achis Chery 

Publication date: 31 January 2017

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-016-0169-5

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zbMATH Keywords

reduced formsfinancial equilibriumlong-term assetsmulti-period modelequivalent financial structuresfinancial sub-structure

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Actuarial science and mathematical finance (91G99)

Cites Work

• Existence of financial equilibria with restricted participation
• Reduced equivalent form of a financial structure
• A remark on the set of arbitrage-free prices in a multi-period model
• Title not available (Why is that?)
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Stability of marketable payoffs with long-term assets
• On the equivalence of financial structures with short-term assets

Cited In (4)

• Title not available (Why is that?)
• On the equivalence of financial structures with short-term assets
• Short-Term versus Long-Term Interests: Capital Structure with Multiple Investors
• Stability of marketable payoffs with long-term assets

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