Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints.

This paper is concerned with the issue of payoff valuation and asset pricing in sequential markets with portfolio constraints.

Year of publication:	1999
Authors:	Huang, K.X.
Institutions:	Department of Economics, University of Minnesota
Subject:	FINANCIAL MARKET \| ARBITRAGE \| PRICING

Series:	Minnesota - Center for Economic Research.
Type of publication:	Book / Working Paper
Notes:	37 pages
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005609535