Browsing Documentos indexados pela Scopus by Title "Ergodic Markov equilibrium with incomplete markets and short sales"

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    • Ergodic Markov equilibrium with incomplete markets and short sales 

      Braido, Luís Henrique Bertolino
      2013
      This paper studies recursive exchange economies with short sales. Agents maximize discounted expected utility. The asset structure is general and includes real securities, infinite-lived stocks, options, and other derivatives. ...