Eliminating useless portfolios in constrained financial economies
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Publication:514489
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
Recommendations
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Cites Work
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- Arbitrage and equilibrium with portfolio constraints
- Competitive equilibrium with incomplete financial markets
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Arbitrage and the Existence of Competitive Equilibrium
- Intertemporal equilibrium with financial asset and physical capital
- Incomplete financial markets and jumps in asset prices
- On equilibrium in Hart's securities exchange model
Cited In (4)
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