Nonnegative wealth, absence of arbitrage, and feasible consumption plans

Name

nonnegativewealt00dybv.pdf

Size

1.24 MB

Format

Adobe PDF

Checksum (MD5)

f1f850d1a754a93437e6d3438ee3e028

Author(s)

Dybvig, Philip H.

•

Huang, Chi-fu

Date Issued

1987

Publisher

Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 1976-87.

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