Matches in SemOpenAlex for { <https://semopenalex.org/work/W1561640383> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W1561640383 abstract "In a multiperiod economy with incomplete markets and assets that exhibit a payoff depending on price history, we show that one need not perturb back office and settlement feature of assets to get endowment generic existence of an equilibrium. We exhibit a class of assets -transverse assets - and use the backward induction pricing structure to show that perturbation of maturity payoffs provide enough leverage to ensure endowment generic existence of an equilibrium. As an application of this, we prove a conjecture by Magill and Quinzii that commodity forward contracts always lead to endowment generic existence of an equilibrium (even in the multiperiod case)." @default.
- W1561640383 created "2016-06-24" @default.
- W1561640383 creator A5011484301 @default.
- W1561640383 date "1999-01-01" @default.
- W1561640383 modified "2023-09-27" @default.
- W1561640383 title "Incomplete Markets: Financial Engineering of Transverse Asset Structures" @default.
- W1561640383 hasPublicationYear "1999" @default.
- W1561640383 type Work @default.
- W1561640383 sameAs 1561640383 @default.
- W1561640383 citedByCount "0" @default.
- W1561640383 crossrefType "posted-content" @default.
- W1561640383 hasAuthorship W1561640383A5011484301 @default.
- W1561640383 hasConcept C106159729 @default.
- W1561640383 hasConcept C109354906 @default.
- W1561640383 hasConcept C111472728 @default.
- W1561640383 hasConcept C119857082 @default.
- W1561640383 hasConcept C138885662 @default.
- W1561640383 hasConcept C144237770 @default.
- W1561640383 hasConcept C145197507 @default.
- W1561640383 hasConcept C153083717 @default.
- W1561640383 hasConcept C162324750 @default.
- W1561640383 hasConcept C175444787 @default.
- W1561640383 hasConcept C22171661 @default.
- W1561640383 hasConcept C38652104 @default.
- W1561640383 hasConcept C41008148 @default.
- W1561640383 hasConcept C76178495 @default.
- W1561640383 hasConceptScore W1561640383C106159729 @default.
- W1561640383 hasConceptScore W1561640383C109354906 @default.
- W1561640383 hasConceptScore W1561640383C111472728 @default.
- W1561640383 hasConceptScore W1561640383C119857082 @default.
- W1561640383 hasConceptScore W1561640383C138885662 @default.
- W1561640383 hasConceptScore W1561640383C144237770 @default.
- W1561640383 hasConceptScore W1561640383C145197507 @default.
- W1561640383 hasConceptScore W1561640383C153083717 @default.
- W1561640383 hasConceptScore W1561640383C162324750 @default.
- W1561640383 hasConceptScore W1561640383C175444787 @default.
- W1561640383 hasConceptScore W1561640383C22171661 @default.
- W1561640383 hasConceptScore W1561640383C38652104 @default.
- W1561640383 hasConceptScore W1561640383C41008148 @default.
- W1561640383 hasConceptScore W1561640383C76178495 @default.
- W1561640383 hasLocation W15616403831 @default.
- W1561640383 hasOpenAccess W1561640383 @default.
- W1561640383 hasPrimaryLocation W15616403831 @default.
- W1561640383 hasRelatedWork W1490612645 @default.
- W1561640383 hasRelatedWork W1497340511 @default.
- W1561640383 hasRelatedWork W1540080815 @default.
- W1561640383 hasRelatedWork W1551915887 @default.
- W1561640383 hasRelatedWork W1592308959 @default.
- W1561640383 hasRelatedWork W1596685565 @default.
- W1561640383 hasRelatedWork W2001987733 @default.
- W1561640383 hasRelatedWork W2033462745 @default.
- W1561640383 hasRelatedWork W2040914581 @default.
- W1561640383 hasRelatedWork W2042391126 @default.
- W1561640383 hasRelatedWork W2071034397 @default.
- W1561640383 hasRelatedWork W2091122918 @default.
- W1561640383 hasRelatedWork W2160816123 @default.
- W1561640383 hasRelatedWork W2231906025 @default.
- W1561640383 hasRelatedWork W2909506543 @default.
- W1561640383 hasRelatedWork W3121929876 @default.
- W1561640383 hasRelatedWork W3122305927 @default.
- W1561640383 hasRelatedWork W3124094900 @default.
- W1561640383 hasRelatedWork W3140713843 @default.
- W1561640383 hasRelatedWork W52063269 @default.
- W1561640383 isParatext "false" @default.
- W1561640383 isRetracted "false" @default.
- W1561640383 magId "1561640383" @default.
- W1561640383 workType "article" @default.