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~isPartOf:"Journal of mathematical economics"
~subject:"Efficient market hypothesis"
~subject:"Incomplete market"
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1
Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Bosi, Stefano
;
Le Van, Cuong
;
Pham, Ngoc-Sang
- In:
Journal of mathematical economics
76
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012105376
Saved in:
2
Simple agent-based dynamical system models for efficient financial markets : theory and examples
Immonen, Eero
- In:
Journal of mathematical economics
69
(
2017
),
pp. 38-53
Persistent link: https://www.econbiz.de/10011825886
Saved in:
3
Trading constraints penalizing default : a recursive approach
Braido, Luis H. B.
- In:
Journal of mathematical economics
44
(
2008
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10003709103
Saved in:
4
Competitive equilibrium with incomplete financial markets
Cass, David
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 384-405
Persistent link: https://www.econbiz.de/10003376524
Saved in:
5
On the orientability of the asset equilibrium manifold
Bich, Philippe
- In:
Journal of mathematical economics
42
(
2006
)
4/5
,
pp. 452-470
Persistent link: https://www.econbiz.de/10003376532
Saved in:
6
Inefficiency of equilibria with incomplete markets
Nagata, Ryo
- In:
Journal of mathematical economics
41
(
2005
)
7
,
pp. 887-897
Persistent link: https://www.econbiz.de/10003154320
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