Equilibrium with default and endogenous collateral
Aloisio Araújo; Jaime Orrillo; Mario R. Páscoa
| Year of publication: |
2000
|
|---|---|
| Authors: | Araújo, Aloísio Barboza de ; Orrillo, Jaime ; Páscoa, Mário Rui |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 1, p. 1-21
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| Subject: | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium | Unvollkommener Markt | Incomplete market | Finanzmarkt | Financial market | Kreditversicherung | Credit insurance | Kreditsicherung | Collateral | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 20 - 21 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002177101