Arbitrage and Equilibrium with Portfolio Constraints
Year of publication: |
2009-12
|
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Authors: | Cornet, Bernard ; Gopalan, Ramu |
Institutions: | Department of Economics, University of Kansas |
Subject: | Stochastic Financial exchange economies | Incomplete markets | Financial equilibrium | Constrained portfolios | Multiperiod models | Arbitrage-free asset prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 200911 20 pages |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D52 - Incomplete Markets ; D53 - Financial Markets ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
-
Arbitrage and equilibrium with portofolio constraints.
Cornet, Bernard, (2009)
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Arbitrage and equilibrium with portfolio constraints
Cornet, Bernard, (2010)
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Arbitrage and Equilibrium with Portfolio Constraints
Cornet, Bernard, (2009)
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Bifurcation Analysis of Zellner's Marshallian Macroeconomic Model
Banerjee, Sanjibani, (2011)
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Existence of Equilibria with a Tight Marginal Pricing Rule.
Cornet, Bernard, (2009)
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Existence of financial equilibria with restricted participation
Cornet, Bernard, (2009)
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