IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/d0ae4192-a793-43ea-a0a5-04a3d509471e.html
   My bibliography  Save this paper

Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs

Author

Listed:
  • De Waegenaere, A.M.B.

    (Tilburg University, Center For Economic Research)

Abstract

No abstract is available for this item.

Suggested Citation

  • De Waegenaere, A.M.B., 1994. "Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs," Discussion Paper 1994-45, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:d0ae4192-a793-43ea-a0a5-04a3d509471e
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1146550/ADW5618268.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. De Waegenaere, Anja, 1994. "Equilibria in a mixed financial-reinsurance market with constrained trading possibilities," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 65-65, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wu, Yang-Che, 2020. "Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 116-128.
    2. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
    3. de Lange, Petter E. & Fleten, Stein-Erik & Gaivoronski, Alexei A., 2004. "Modeling financial reinsurance in the casualty insurance business via stochastic programming," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 991-1012, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:d0ae4192-a793-43ea-a0a5-04a3d509471e. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.