Partial equilibria with convex capital requirements : existence, uniqueness and stability
Michail Anthropelos; Gordan Žitkovi´c
| Year of publication: |
2010
|
|---|---|
| Authors: | Anthropelos, Michail ; Žitkovi´c, Gordan |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 1, p. 107-135
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| Subject: | Kapitalbedarf | Capital requirements | Risikoaversion | Risk aversion | Unvollkommener Markt | Incomplete market | Gleichgewichtsmodell | Equilibrium model | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| 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/10003939570