Arbitrage and equilibrium with portfolio constraints
Year of publication: |
2010
|
---|---|
Authors: | Cornet, Bernard ; Gopalan, Ramu |
Published in: |
Economic Theory. - Springer. - Vol. 45.2010, 1, p. 227-252
|
Publisher: |
Springer |
Subject: | Stochastic financial exchange economies | Incomplete markets | Financial equilibrium | Constrained portfolios | Multiperiod models | Arbitrage-free asset prices |
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