On the equivalence of financial structures with long-term assets

DOI10.1007/S11579-016-0169-5MaRDI QIDQ506376zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 5050000 (Why is no real title available?)
• A remark on the set of arbitrage-free prices in a multi-period model
• Existence of financial equilibria with restricted participation
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
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• Stability of marketable payoffs with long-term assets

Cited in

(4)

• scientific article; zbMATH DE number 5957543 (Why is no real title available?)
• On the equivalence of financial structures with short-term assets
• Stability of marketable payoffs with long-term assets
• Short-Term versus Long-Term Interests: Capital Structure with Multiple Investors

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