Arbitrage and equilibrium with portfolio constraints
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Publication:5962166
DOI10.1007/s00199-009-0506-5zbMath1232.91615OpenAlexW2152385737MaRDI QIDQ5962166
Publication date: 21 September 2010
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www2.ku.edu/~kuwpaper/2009Papers/200911.pdf
incomplete marketsfinancial equilibriumarbitrage-free asset pricesconstrained portfoliosmultiperiod modelsstochastic financial exchange economies
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