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Valuation in infinite-horizon sequential markets with portfolio constraints - MaRDI portal

Valuation in infinite-horizon sequential markets with portfolio constraints

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Publication:1865197

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DOI10.1007/S001990100184zbMath1030.91025OpenAlexW2056282201MaRDI QIDQ1865197

Kevin X. D. Huang

Publication date: 25 March 2003

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

Full work available at URL: https://doi.org/10.1007/s001990100184

zbMATH Keywords

Valuation Infinite horizon Portfolio constraint

Mathematics Subject Classification ID

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

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