Model of Static Portfolio Choices in an Arrow-Debreu Economy

Gabriela Victoria Anghelache, Madalina Gabriela Anghel and Gyorgy Bodo
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Gabriela Victoria Anghelache: Bucharest University of Economic Studies
Madalina Gabriela Anghel: “Artifex” University of Bucharest
Gyorgy Bodo: Bucharest University of Economic Studies

Romanian Statistical Review Supplement, 2016, vol. 64, issue 1, 54-59

Abstract: The financial markets and the institutions which are operating in these markets are essential for the good functioning of any decentralised economy. Beside the simplest approach where there is no time dependence, and investment opportunities are limited only to bonds (risk-free assets) or stocks (risky assets) in a more complex economic model we can consider other investment opportunities too.

Keywords: options; return; portfolio; result; asset (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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