Arbitrage and equilibrium with portfolio constraints

Bernard Cornet and Ramu Gopalan ()

Economic Theory, 2010, vol. 45, issue 1, 227-252

Keywords: Stochastic financial exchange economies; Incomplete markets; Financial equilibrium; Constrained portfolios; Multiperiod models; Arbitrage-free asset prices; C62; D52; D53; G11; G12 (search for similar items in EconPapers)
Date: 2010
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Related works:
Working Paper: Arbitrage and equilibrium with portfolio constraints (2010)
Working Paper: Arbitrage and equilibrium with portfolio constraints (2010)
Working Paper: Arbitrage and equilibrium with portfolio constraints (2010)
Working Paper: Arbitrage and Equilibrium with Portfolio Constraints (2009)
Working Paper: Arbitrage and Equilibrium with Portfolio Constraints (2009)
Working Paper: Arbitrage and Equilibrium with Portfolio Constraints (2009)
Working Paper: Arbitrage and equilibrium with portofolio constraints (2009)
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DOI: 10.1007/s00199-009-0506-5

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