Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
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KeywordsEquilibrium asset prices; no-arbitrage; frictions; consumptiom-value; speculative-value; collateral-value; derivative markets; Prix d'équilibre des titres; absence d'arbitrage; frictions; valeur de consommation; valeur spéculative; valeur de collatéral; titres dérivés;
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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