Incomplete markets with endogenous portfolio constraints and redundant assets
Year of publication: |
2014
|
---|---|
Authors: | Hahn, Guangsug |
Published in: |
Seoul journal of economics. - Seoul : Univ., ISSN 1225-0279, ZDB-ID 1084412-0. - Vol. 27.2014, 4, p. 469-488
|
Subject: | Incomplete markets | Competitive equilibrium | Endogenous portfolio constraints | Redundant assets | Constrained arbitrage | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing | CAPM | Gleichgewichtstheorie | Equilibrium theory | Arbitrage |
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