Conference Paper (international conference)

Shadow asset prices and equilibria under restriction on portfolio composition and adjustment speed

Derviz Alexis

: Quantitative Methods in Finance 1997, p. 80-116 , Eds: Chiarella C., Platen E.

: Westpac, (Sydney 1997)

: Quantitative Methods in Finance 1997, (Sydney, AU, 20.08.1997-03.09.1997)

: A8085701, GA AV

: 12B