The following pages link to Optimality of incomplete markets (Q1804631):
Displaying 21 items.
- Incomplete markets and derivative assets (Q315796) (← links)
- Observability and optimality (Q909555) (← links)
- The optimal design of a market (Q1125565) (← links)
- An extension of a theorem by Mitjushin and Polterovich to incomplete markets (Q1300358) (← links)
- On the robustness of factor structures to asset repackaging (Q1300417) (← links)
- Pareto optima in incomplete financial markets (Q1317319) (← links)
- Anonymity and optimality of competitive equilibria when markets are incomplete (Q1339742) (← links)
- Optimal futures innovation in a dynamic economy: The discrete-time case (Q1367903) (← links)
- A case for incomplete markets (Q1622448) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Optimal incomplete markets with asymmetric information (Q1804629) (← links)
- Optimal market thickness (Q2123167) (← links)
- Constrained efficiency versus unanimity in incomplete markets (Q2363421) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
- (Q3562485) (← links)
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES<sup>1</sup> (Q4226861) (← links)
- Are Incomplete Markets Able to Achieve Minimal Efficiency? (Q5431997) (← links)
- An extension of Mantel (1976) to incomplete markets (Q5955035) (← links)
