Model of Static Portfolio Choices in an Arrow-Debreu Economy
Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 1
Abstract
The financial markets and the institutions which are operating in these markets are essential for the good functioning of any decentralised economy. Beside the simplest approach where there is no time dependence, and investment opportunities are limited only to bonds (risk-free assets) or stocks (risky assets) in a more complex economic model we can consider other investment opportunities too.
Authors and Affiliations
Gabriela Victoria ANGHELACHE, Mădălina Gabriela ANGHEL, Gyorgy BODO
Keywords
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