Pages that link to "Item:Q5962166"

The following pages link to Arbitrage and equilibrium with portfolio constraints (Q5962166):

Displaying 17 items.

• Characterizing useless-free financial structures (Q255189) (← links)
• Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy (Q325685) (← links)
• Reduced equivalent form of a financial structure (Q433147) (← links)
• Equilibrium in collateralized asset markets: credit contractions and negative equity loans (Q478126) (← links)
• Stability of marketable payoffs with long-term assets (Q481378) (← links)
• Endogenous differential information (Q514481) (← links)
• Eliminating useless portfolios in constrained financial economies (Q514489) (← links)
• On equilibrium existence with endogenous restricted financial participation (Q533907) (← links)
• Credit segmentation in general equilibrium (Q899497) (← links)
• Existence of financial equilibria with restricted participation (Q1049223) (← links)
• Financial segmentation and collateralized debt in infinite-horizon economies (Q1736956) (← links)
• Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence (Q2098915) (← links)
• Submodular financial markets with frictions (Q2143910) (← links)
• Credit market segmentation, essentiality of commodities, and supermodularity (Q2358573) (← links)
• Continuity of marketable payoffs with re-trading (Q2683477) (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
• Price impact under heterogeneous beliefs and restricted participation (Q6139988) (← links)