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Arbitrage 1 Exchange economies 1 Existence of equilibrium 1 Finance 1 Financial equilibrium 1 Incomplete markets 1 Multi-period models 1 Restricted Participation 1 Theory 1
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Barnett, William Arnold 1 Bhattacharyya, Gautam 1 Bonnisseau, Jean Marc 1 Cornet, Bernard 1 Duncan, Tyrone 1 Gopalan, Ramu 1 Sicilian, Joe 1 Zhang, Jianbo 1
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Contributions to Intertemporal Models in Financial Economics
Gopalan, Ramu - 2008
Investors in financial markets face several restrictions apart from wealth constraints. The first attempt to understand these restrictions in a general competitive equilibrium framework can be traced back to Radner (1972). Here these restrictions are assumed to be given exogenously, as first...
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