Eliminating useless portfolios in constrained financial economies

DOI10.1007/S00199-016-1000-5zbMATH Open1404.91239OpenAlexW2532657152MaRDI QIDQ514489FDOQ514489

Authors 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

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

Recommendations

• Characterizing useless-free financial structures
• Reduced equivalent form of a financial structure
• Existence of financial equilibria with restricted participation
• Arbitrage and equilibrium with portfolio constraints
• Full and constrained Pareto efficiency with incomplete financial markets

Cites work

• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• scientific article; zbMATH DE number 5050000 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• Arbitrage and equilibrium with portfolio constraints
• Arbitrage and the Existence of Competitive Equilibrium
• Characterizing useless-free financial structures
• Competitive equilibrium with incomplete financial markets
• Eliminating useless portfolios in constrained financial economies
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Existence of financial equilibria with restricted participation
• Incomplete financial markets and jumps in asset prices
• Intertemporal equilibrium with financial asset and physical capital
• On equilibrium in Hart's securities exchange model
• Reduced equivalent form of a financial structure
• The structure of financial equilibrium with exogenous yields. The case of restricted participation

Cited in

(4)

• Submodular financial markets with frictions
• Eliminating useless portfolios in constrained financial economies
• Characterizing useless-free financial structures
• Reduced equivalent form of a financial structure

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