Existence of financial equilibria with restricted participation

DOI10.1016/j.jmateco.2009.10.001zbMath1184.91128OpenAlexW2238773966MaRDI QIDQ1049223

Zaier Aouani, Bernard Cornet

Publication date: 8 January 2010

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www2.ku.edu/~kuwpaper/2009Papers/200909.pdf

zbMATH Keywords

equilibriumportfolio constraintsfinancial exchange economyrestricted participationarbitrage free asset prices

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Dynamic stochastic general equilibrium theory (91B51)

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