✦ LIBER ✦

Complete and incomplete markets with short-sale constraints

✍ Scribed by Eduardo L. Giménez

Publisher: Springer
Year: 2003
Tongue: English
Weight: 84 KB
Volume: 21
Category: Article
ISSN: 0938-2259
DOI: 10.1007/s00199-001-0244-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Equilibrium in a reinsurance market with

Equilibrium in a reinsurance market with short sale constraints

✍ Guillaume Bernis 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 197 KB

Incomplete-information capital market eq

Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions

✍ Chunchi Wu; Qiang Li; K. C. John Wei 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 813 KB

Sustainable markets with short sales

✍ Graciela Chichilnisky 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 250 KB

Financial equilibria in the semimartinga

Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints

✍ Gordan Žitković 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 238 KB

On the positive fundamental value of mon

On the positive fundamental value of money with short-sale constraints

✍ Eduardo L. Giménez 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 251 KB

Mispricing of index futures contracts an

Mispricing of index futures contracts and short sales constraints

✍ Fung, Joseph K. W.; Draper, Paul 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 227 KB

This article examines if changes in short sales constraints affect the extent to which index futures contracts are mispriced. In particular, the study analyzes the mispricing of the Hong Kong Hang Seng Index futures contracts. Tests are conducted over three distinct regulatory regimes relating to th