Search Results - subject:"Trading Constraints"

Partially revealing rational expectations equilibrium with real assets and binding constraints

Zierhut, Michael - In: Economic theory : official journal of the Society for … 62 (2016) 3, pp. 495-516

Persistent link: https://www.econbiz.de/10011528833

Credit segmentation in general equilibrium

Cea-Echenique, Sebastián; Torres-Martínez, Juan Pablo - In: Journal of mathematical economics 62 (2016), pp. 19-27

Persistent link: https://www.econbiz.de/10011664733

Beating the market : can evolutionary-based portfolio optimisation outperform the Talmudic diversification strategy?

Nor, Safwan Mohd; Islam, Sardar M. N. - In: International journal of monetary economics and finance 9 (2016) 1, pp. 90-99

Persistent link: https://www.econbiz.de/10011548325

On the irrelevance of financial policy under market incompleteness and trading constraints

Atesagaoglu, Orhan Erem; Cárceles-Poveda, Eva - In: Economics letters 136 (2015), pp. 125-128

Persistent link: https://www.econbiz.de/10011435983

The dog that did not bark: Insider trading and crashes

Marín, José M.; Olivier, Jacques - Department of Economics and Business, Universitat … - 2006

phenomenon based on trading constraints and asymmetric information. We test our hypothesis against competing stories such as …

Persistent link: https://www.econbiz.de/10005772066

A general equilibrium financial asset economy with transaction costs and trading constraints

Milne, Frank; Neave, Edwin - 2003

costs and trading constraints. Furthermore we show that in the special case of equiproportional transaction costs and a …This paper presents a unified framework for examining the general equilibrium effects of transactions costs and trading … constraints on security market trades and prices. The model uses a discrete time/state framework and Kuhn- Tucker theory to …

Persistent link: https://www.econbiz.de/10010290443

A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints

Milne, Frank; Neave, Edwin - Economics Department, Queen's University - 2003

Persistent link: https://www.econbiz.de/10005653103

A Meta-Analysis of Estimates of the Impact of Technical Barriers to Trade

Li, Yuan; Beghin, John C. - Iowa State University of Science and Technology <Ames, … - 2010

A meta-analysis explains the variation in estimated trade effects of technical barriersto trade broadly defined, using available estimates from the empirical international tradeliterature, and accounting for data sampling and methodology differences. Agriculture and foodindustries tend to be...

Persistent link: https://www.econbiz.de/10009360705

Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints

Czichowsky, Christoph; Schweizer, Martin - National Centre of Competence in Research - Financial … - 2010

We study mean-variance hedging under portfolio constraints in a general semi-martingale model. The constraints are formulated via predictable correspondences,meaning that the trading strategy is restricted to lie in a closed convex set whichmay depend on the state and time in a predictable way....

Persistent link: https://www.econbiz.de/10009486977

The Tariff Equivalent and Forgone Trade Effects ofProhibitive Technical Barriers to Trade

Yue, Chengyan; Beghin, John C. - Iowa State University of Science and Technology <Ames, … - 2008

We derive a method to econometrically estimate the tariff equivalent and foregone trade effectsof a prohibitive technical barrier to trade (TBT) based on Wales and Woodland’s Kuhn-Tuckerapproach to corner solutions in consumer choice. The method overcomes the lack of observeddata on bilateral...

Persistent link: https://www.econbiz.de/10009360811