General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints

DOI10.1007/s10479-020-03663-zzbMath1494.91083OpenAlexW3038097238MaRDI QIDQ2151637

Mondher Bellalah, Detao Zhang, Shuo Wu, Xu Guo

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03663-z

zbMATH Keywords

general equilibriumshort sellinginformation costscontinuous production and consumption

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) General equilibrium theory (91B50)

Cites Work

• Unnamed Item
• A simple model of corporate international investment under incomplete information and taxes
• A direct method in optimal portfolio and consumption choice
• An intertemporal capital asset pricing model under incomplete information and short sales
• Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
• A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION
• WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY

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