FAM-Seminar: Equilibrium Theory of Incomplete Markets

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Description

Event name
FAM-Seminar: Equilibrium Theory of Incomplete Markets
 
Event type
Event for scientific audience
 
Start date
11-05-2000
Location
TU Vienna, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen

Results 1-13 of 13 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Gaier, Johanna A Basic Property of Incomplete Markets, Constrained Pareto Optimality Abstract Approach: Adjoint EquationsPräsentation Presentation2000
2Weisshaupt, Heinz Absence of Arbitrage, No Arbitrage EquilibriumPräsentation Presentation2000
3Wu, Ching-Tang Capital Asset Pricing ModelPräsentation Presentation2000
4Owen, Mark Contingent Market Equilibrium, Financial Market EquilibriumPräsentation Presentation2000
5Wu, Ching-Tang CorporationsPräsentation Presentation2000
6Owen, Mark Existence and OptimalityPräsentation Presentation2000
7Summer, Christopher Informational Efficiency of Security Prices: Motivation and Summary, Conditional Expectation and Martingale, Efficient Markets under Risk Neutrality, Efficient Markets with Risk AversionPräsentation Presentation2000
8Gaier, Johanna No-arbitrage Equilibrium, Example of Non-existencePräsentation Presentation2000
9Gaier, Johanna PartnershipsPräsentation Presentation2000
10Hubalek, Friedrich Production in a Finance Economy: Motivation and Summary, Characteristics of Production Economy, Sole ProprietorshipsPräsentation Presentation2000
11Wu, Ching-Tang Representative Agent AnalysisPräsentation Presentation2000
12Hubalek, Friedrich Stochastic Finance Economy: Motivation and Summary, Event-tree Commodity Space, Stochastic Exchange Economy, Stochastic Financial Markets, Absence of Arbitrage, Complete and Incomplete MarketsPräsentation Presentation2000
13Olevskii, Victor Two-Period Security PricingPräsentation Presentation2000