Eliminating useless portfolios in constrained financial economies

DOI10.1007/s00199-016-1000-5zbMath1404.91239OpenAlexW2532657152MaRDI QIDQ514489

Zaier Aouani, Bernard Cornet

Publication date: 2 March 2017

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

Full work available at URL: http://nur.nu.edu.kz/handle/123456789/2158

zbMATH Keywords

redundant assetsuseless portfoliosfinancial exchange economyrestricted participationequivalent financial structuresuseless-free financial structureWerner useless portfolios

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54) Portfolio theory (91G10)

Related Items (3)

Submodular financial markets with frictions ⋮ Eliminating useless portfolios in constrained financial economies ⋮ Characterizing useless-free financial structures

Cites Work

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• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Arbitrage and equilibrium with portfolio constraints

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