This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Huang, K.X.

Additional information is available for the following registered author(s):

Abstract

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

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Minnesota - Center for Economic Research in its series Papers with number 302.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 37 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:minner:302

Contact details of provider:
Postal: UNIVERSITY OF MINNESOTA, CENTER FOR ECONOMIC RESEARCH, DEPARTMENT OF ECONOMICS, MINNEAPOLIS MINNESOTA 35455 U.S.A.
Phone: (612)625-6353
Fax: (612)624-0209
Email:
Web page: http://www.econ.umn.edu/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords: FINANCIAL MARKET ; ARBITRAGE ; PRICING;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Stephen LeRoy, 2001. "Infinite Portfolios," University of California at Santa Barbara, Economics Working Paper Series wp8-01, Department of Economics, UC Santa Barbara. [Downloadable!]
Statistics
Access and download statistics

Did you know? All the bibliographic data shown here has been contributed by volunteers, thereby helping to keep this service free.

This page was last updated on 2009-10-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.