Partial equilibria with convex capital requirements: existence, uniqueness and stability
| Year of publication: |
2010
|
|---|---|
| Authors: | Anthropelos, Michail ; Žitković, Gordan |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 1, p. 107-135
|
| Publisher: |
Springer |
| Subject: | Acceptance sets | Convex capital requirements | Incomplete markets | Mutually agreeable claims | Partial equilibrium allocation | Partial equilibrium price | Stability of equilibria | Primary 91B70 | Secondary 91B30 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008577987