Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints
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Other versions of this item:
- Huang, K.X., 1999. "Valuation and Asset Pricing in Infinite Horizon Sequential Markets with Portfolio Constraints," Papers 302, Minnesota - Center for Economic Research.
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- Huang, Kevin X. D., 2002.
"On infinite-horizon minimum-cost hedging under cone constraints,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 27(2), pages 283-301, December.
- Kevin Huang, "undated". "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers 2000-22, Utah State University, Department of Economics.
More about this item
KeywordsValuation; asset price bubble; portfolio constraint;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-12 (All new papers)
- NEP-FIN-2006-08-12 (Finance)
- NEP-FMK-2006-08-12 (Financial Markets)
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