Partial equilibria with convex capital requirements: existence, uniqueness and stability
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KeywordsAcceptance sets; Convex capital requirements; Incomplete markets; Mutually agreeable claims; Partial equilibrium allocation; Partial equilibrium price; Stability of equilibria; Primary 91B70; Secondary 91B30; 60G35; G11; G12; C62;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
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