Eliminating useless portfolios in constrained financial economies

DOI10.1007/s00199-016-1000-5zbMath1404.91239OpenAlexW2532657152MaRDI QIDQ514489

Zaier Aouani, Bernard Cornet

Publication date: 2 March 2017

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://nur.nu.edu.kz/handle/123456789/2158

zbMATH Keywords

redundant assetsuseless portfoliosfinancial exchange economyrestricted participationequivalent financial structuresuseless-free financial structureWerner useless portfolios

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54) Portfolio theory (91G10)

Related Items

Submodular financial markets with frictions, Eliminating useless portfolios in constrained financial economies, Characterizing useless-free financial structures

Cites Work

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