Ergodic Markov equilibrium with incomplete markets and short sales
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References listed on IDEAS
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- García Cabello, Julia, 2017. "The future of branch cash holdings management is here: New Markov chains," European Journal of Operational Research, Elsevier, vol. 259(2), pages 789-799.
More about this item
KeywordsGeneral equilibrium; incomplete markets; recursive; markov; stationary; ergodic; existence;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D90 - Microeconomics - - Micro-Based Behavioral Economics - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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