Stability of marketable payoffs with long-term assets

DOI10.1007/s10436-014-0251-zzbMath1318.91140OpenAlexW2058791395MaRDI QIDQ481378

Achis Chery, Jean-Marc Bonnisseau

Publication date: 12 December 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00917638/document

zbMATH Keywords

incomplete marketsfinancial equilibriumlong-term assetsmulti-period model

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Financial applications of other theories (91G80) General equilibrium theory (91B50) Consumer behavior, demand theory (91B42)

Related Items (2)

Continuity of marketable payoffs with re-trading ⋮ On the equivalence of financial structures with long-term assets

Cites Work

• Unnamed Item
• Existence of financial equilibria with restricted participation
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Arbitrage and equilibrium with portfolio constraints

This page was built for publication: Stability of marketable payoffs with long-term assets