논문KCI 등재
Incomplete Markets with Cone Constraints
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참고문헌
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주제분류경제학
초록
We show the existence of equilibrium in a two-period incomplete financial market with non-ordered preferences where agents are subject to cone portfolio constraints. The main theorem of the paper is built on the consequences of portfolio decomposition provided in Hahn and Won (2007).
Abstract
We show the existence of equilibrium in a two-period incomplete financial market with non-ordered preferences where agents are subject to cone portfolio constraints. The main theorem of the paper is built on the consequences of portfolio decomposition provided in Hahn and Won (2007).
참고문헌 (17)
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관련 논문AI추천
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