Submodular financial markets with frictions
Year of publication: |
2022
|
---|---|
Authors: | Chateauneuf, Alain ; Cornet, Bernard |
Published in: |
Economic theory. - Berlin : Springer, ISSN 1432-0479, ZDB-ID 1398355-6. - Vol. 73.2022, 2/3, p. 721-744
|
Subject: | Arbitrage | Bid-ask | Choquet integral | Event securities | financial markets | Frictions | Multi-prior model | Pricing rules | Risk measure | Submodularity | Super-hedging price | Super-replication | Theorie | Theory | Finanzmarkt | Financial market | CAPM | Unvollkommener Markt | Incomplete market | Risiko | Risk |
Description of contents: | Description [doi.org] |
-
Best-estimates in bond markets with reinvestment risk
MacKay, Anne, (2015)
-
International consumption risk sharing with incomplete goods and asset markets
Blank, Sven, (2009)
-
Market consistent valuations with financial imperfection
Assa, Hirbod, (2018)
- More ...
-
The risk-neutral non-additive probability with market frictions
Chateauneuf, Alain, (2022)
-
Existence of marginal cost pricing equilibrium in an economy with several nonconvex firms
Bonnisseau, Jean-Marc, (1987)
-
Topological properties of the set of attainable production plans in a nonconvex production economy
Cornet, Bernard, (1987)
- More ...