Incomplete markets with endogenous portfolio constraints and redundant assets
Guangsug Hahn
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010472777