Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints

Kevin Huang ()

Working Papers from Minnesota - Center for Economic Research

Abstract: This paper is concerned with the issue of payoff valuation and asset pricing in sequential markets with portfolio constraints.

Keywords: FINANCIAL MARKET; ARBITRAGE; PRICING (search for similar items in EconPapers)
JEL-codes: G11 G12 (search for similar items in EconPapers)
Pages: 37 pages
Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:minner:302

Access Statistics for this paper

More papers in Working Papers from Minnesota - Center for Economic Research UNIVERSITY OF MINNESOTA, CENTER FOR ECONOMIC RESEARCH, DEPARTMENT OF ECONOMICS, MINNEAPOLIS MINNESOTA 35455 U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().