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Economy / Mathematical finance / Finance / Money / Economic equilibrium / Portfolio optimization / General equilibrium theory / Mathematical optimization / Risk premium / Financial risk / Incomplete markets / Stochastic volatility


Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w
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Document Date: 2009-12-08 11:44:02


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File Size: 2,10 MB

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