Similar Search Results - EconBiz

Portfolio dominance and optimality in infinite security markets

Aliprantis, C. D.; Brown, D. J.; Polyrakis, I. A.; … - In: Journal of Mathematical Economics 30 (1998) 3, pp. 347-366

Persistent link: https://www.econbiz.de/10005388165

Portfolio Dominance and Optimality in Infinite Security Markets

Aliprantis, C. D.; Brown, D. J.; Polyrakis, I. A.; … - University of Bonn, Germany - 1996

The most natural way of ordering portfolios is by comparing their payoffs. If a portfolio has a payoff higher than the payoff of another portfolio, then it is greater than the other portfolio. This order is called the portfolio dominance order. An important property that a portfolio dominance...

Persistent link: https://www.econbiz.de/10004968240

Minimum-cost portfolio insurance

Aliprantis, C. D.; Brown, D. J.; Werner, J. - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1703-1719

Persistent link: https://www.econbiz.de/10005205008

Arbitrage and existence of equilibrium in infinite asset markets

Brown, Donald J. - In: The review of economic studies 62 (1995) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10001174399

Asset prices and real indeterminacy in equilibrium with financial markets

Werner, Jan - 1986

Persistent link: https://www.econbiz.de/10000736384

Arbitrage, bubbles, and valuation

Werner, Jan - 1993

Persistent link: https://www.econbiz.de/10000869826

[Rezension von: Magill, Michael ..., Theory of incomplete markets]

Werner, Jan - In: Journal of economic literature 36 (1998) 2, pp. 944-945

Persistent link: https://www.econbiz.de/10001349938

On constrained optimal allocations with incomplete markets

Werner, Jan - In: Economic theory : official journal of the Society for … 1 (1991) 2, pp. 205-209

Persistent link: https://www.econbiz.de/10001104569

Equilibrium with incomplete markets without ordered preferences

Werner, Jan - In: Journal of economic theory 49 (1989) 2, pp. 379-382

Persistent link: https://www.econbiz.de/10001079570

Diversification and equilibrium in securities markets

Werner, Jan - In: Journal of economic theory 75 (1997) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10001221945

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