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Introduction to Systems of Financial Markets

In: Financial Economics, Risk And Information An Introduction to Methods and Models

Author

Listed:
  • Marcelo Bianconi

    (Tufts University, USA)

Abstract

The following sections are included:IntroductionPricing Securities in a Linear FashionOptimal Portfolio Choice ProblemsPricing the States of NatureMarket Regimes: Complete versus IncompleteOptimal Portfolio Choice and the Price of Elementary Securities (State Prices)Individual Optimal Allocation under Complete Markets Regime: An ExampleGeneral Equilibrium under Complete Markets Regime: Full Risk SharingGeneral Equilibrium under Incomplete Markets RegimeA Simple Geometrical Illustration of Market RegimesApplication to the Neoclassical Theory of the FirmSummaryQuestions and ProblemsNotes on the LiteratureReferences

Suggested Citation

  • Marcelo Bianconi, 2003. "Introduction to Systems of Financial Markets," World Scientific Book Chapters, in: Financial Economics, Risk And Information An Introduction to Methods and Models, chapter 4, pages 169-211, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812775399_0004
    as

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