Amanote Research

Amanote Research

    RegisterSign In

Equilibrium Analysis in Financial Markets With Countably Many Securities

Journal of Mathematical Economics - Netherlands
doi 10.1016/j.jmateco.2003.06.003
Full Text
Open PDF
Abstract

Available in full text

Categories
Applied MathematicsEconomicsEconometrics
Date

September 1, 2004

Authors
C.D AliprantisM FlorenzanoV.F Martins-da-RochaR Tourky
Publisher

Elsevier BV


Related search

Rational Expectations Equilibrium With Transaction Costs in Financial Markets

Finance Research Letters
Finance
2012English

Financial Innovations and Issuer Sophistication in Municipal Securities Markets

Working paper (Federal Reserve Bank of Cleveland)
2014English

Solving General Equilibrium Models With Incomplete Markets and Many Assets

2005English

Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

Econometrica
EconomicsEconometrics
2008English

Financial Stress and Equilibrium Dynamics in Money Markets

SSRN Electronic Journal
2015English

Legal Nature of Derivatives and Derivative Securities as Financial Markets Instruments

Actual Problems of International Relations
2018English

Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization

Journal of Accounting Research
AccountingEconomicsEconometricsFinance
2009English

Asset Pricing in Multiperiod Securities Markets

Econometrica
EconomicsEconometrics
1988English

Homomorphisms of Distributive P-Algebras With Countably Many Minimal Prime Ideals

Bulletin of the Australian Mathematical Society
Mathematics
1987English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy