scientific article; zbMATH DE number 5050000

zbMath1194.91107MaRDI QIDQ5482553

Laura Angeloni, Bernard Cornet

Publication date: 28 August 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

incomplete marketsconstrained portfoliosmulti-period modelfinancial equilibria

Mathematics Subject Classification ID

General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (13)

Submodular financial markets with frictions ⋮ On the equivalence of financial structures with short-term assets ⋮ Continuity of marketable payoffs with re-trading ⋮ Reduced equivalent form of a financial structure ⋮ Stability of marketable payoffs with long-term assets ⋮ On the equivalence of financial structures with long-term assets ⋮ Eliminating useless portfolios in constrained financial economies ⋮ General economic equilibrium with financial markets and retainability ⋮ Arbitrage and equilibrium with portfolio constraints ⋮ Existence of financial equilibria with restricted participation ⋮ Endogenous restricted participation in general financial equilibrium ⋮ Variational inequalities, maximal elements and economic equilibria ⋮ Characterizing useless-free financial structures

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