Partial equilibria with convex capital requirements: existence, uniqueness and stability

Michail Anthropelos and Gordan Žitković ()

Annals of Finance, 2010, vol. 6, issue 1, pages 107-135

Keywords: Acceptance sets; Convex capital requirements; Incomplete markets; Mutually agreeable claims; Partial equilibrium allocation; Partial equilibrium price; Stability of equilibria; Primary 91B70; Secondary 91B30; 60G35; G11; G12; C62 (search for similar items in EconPapers)
Date: 2010
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