Complete and incomplete markets with short-sale constraints

DOI10.1007/s00199-001-0244-9zbMath1030.91024OpenAlexW2086986964MaRDI QIDQ1865175

Eduardo-Luis Giménez

Publication date: 25 March 2003

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://papers.tinbergen.nl/01034.pdf

zbMATH Keywords

Incomplete marketsComplete marketsShort-Sale constraintTechnically incomplete markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (5)

Welfare effects of short-sale constraints under heterogeneous beliefs ⋮ Long-lived collateralized assets and bubbles ⋮ On the positive fundamental value of money with short-sale constraints ⋮ Capital regulation and banking bubbles ⋮ Short sale constraints, correlation and market efficiency

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