On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
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Publication:1687373
DOI10.1007/s11579-017-0190-3zbMath1411.91643OpenAlexW3125548106MaRDI QIDQ1687373
Publication date: 29 December 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-017-0190-3
Related Items (8)
Asset price bubbles, market liquidity, and systemic risk ⋮ Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles ⋮ Asset market equilibrium with liquidity risk ⋮ Asset price bubbles, wealth preserving, dominating, and replicating trading strategies ⋮ Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield ⋮ On aggregation and representative agent equilibria ⋮ Concavity, stochastic utility, and risk aversion ⋮ Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
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