Implementing financial equilbrium of incomplete markets : bounded portfolios and the limiting case
Year of publication: |
2010
|
---|---|
Authors: | Florenzano, Monique ; Gourdel, Pascal ; Marakulin, Valeri M. |
Published in: |
Applied decision analysis. - Boston [u.a.] : Kluwer, ISBN 978-90-481-5777-8. - 2010, p. 181-191
|
Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Gleichgewichtsmodell | Equilibrium model |
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