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Arbitrage and equilibrium with portfolio contraints

Cornet, Bernard; Gopalan, Ramu - In: Economic theory : official journal of the Society for … 45 (2010) 1/2, pp. 227-252

Persistent link: https://www.econbiz.de/10008655604

Home bias and high turnover : dynamic portfolio choice with incomplete markets

Hnatkovska, Viktoria - In: Journal of international economics 80 (2010) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10003941045

Behavioral arbitrage with collateral and uncertain deliveries

Barbachan, José Santiago Fajardo - In: Annals of finance 6 (2010) 2, pp. 241-254

Persistent link: https://www.econbiz.de/10003941217

Dynamic asset allocation : portfolio decomposition formula and applications

Detemple, Jérôme B.; Rindisbacher, Marcel - In: The review of financial studies 23 (2010) 1, pp. 25-100

Persistent link: https://www.econbiz.de/10003941596

When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?

Krueger, Dirk; Lustig, Hanno - In: Journal of economic theory 145 (2010) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10003946292

Arbitrage and equilibrium with portfolio constraints

Cornet, Bernard; Gopalan, Ramu - 2009

Persistent link: https://www.econbiz.de/10003921606

Rational asset pricing bubbles and portfolio constraints

Hugonnier, Julien - 2010

This article shows that the presence of portfolio constraints can give rise to rational asset pricing bubbles in equilibrium even if there are unconstrained agents in the economy who can bene t from the corresponding limited arbitrage opportunities. Furthermore, it is shown that when they are...

Persistent link: https://www.econbiz.de/10003966068

On the equivalence of a class of affine term structure models

Kwon, Oh Kang - In: Annals of finance 5 (2009) 2, pp. 263-279

Persistent link: https://www.econbiz.de/10003813200

Equity home bias, incomplete financial markets, and nominal rigidities

Pang, Ke - In: The Canadian journal of economics 44 (2011) 1, pp. 340-363

Persistent link: https://www.econbiz.de/10009010482

Dynamic hedging in incomplete markets : a simple solution

Başak, Suleyman; Chabakauri, Georgy - In: The review of financial studies 25 (2012) 6, pp. 1845-1896

Persistent link: https://www.econbiz.de/10009571749

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