Fiat money and the value of binding portfolio constraints

Economic Theory ◽

10.1007/s00199-009-0510-9 ◽

2009 ◽

Vol 46 (2) ◽

pp. 189-209 ◽

Author(s):

Mário R. Páscoa ◽

Myrian Petrassi ◽

Juan Pablo Torres-Martínez

Keyword(s):

Portfolio Constraints ◽

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Reconciling Factor Optimization with Portfolio Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.2446090 ◽

2014 ◽

Author(s):

Boris Gnedenko ◽

Igor Yelnik

Keyword(s):

Portfolio Constraints

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Consequences of CLO Portfolio Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.3371162 ◽

2019 ◽

Author(s):

Maria Loumioti ◽

Florin P. Vasvari

Keyword(s):

Portfolio Constraints

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CRYPTOCURRENCY IN CONTEXT OF FIAT MONEY FUNCTIONS

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2021.07.003 ◽

2021 ◽

Author(s):

Laura Levulytė ◽

Alfreda Šapkauskienė

Keyword(s):

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Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation

Journal of Mathematical Economics ◽

10.1016/s0304-4068(99)00020-8 ◽

2000 ◽

Vol 33 (2) ◽

pp. 135-153

Author(s):

Yunhong Yang

Keyword(s):

Habit Formation ◽

Optimal Consumption ◽

Portfolio Constraints

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Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints

Review of Financial Studies ◽

10.1093/rfs/hht030 ◽

2013 ◽

Vol 26 (12) ◽

pp. 3104-3141 ◽

Author(s):

Georgy Chabakauri

Keyword(s):

Dynamic Equilibrium ◽

Portfolio Constraints

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Positively Valued Fiat Money after the Sovereign Disappears: The Case of Somalia

SSRN Electronic Journal ◽

10.2139/ssrn.1801563 ◽

2011 ◽

Author(s):

William J. Luther ◽

Lawrence H. White

Keyword(s):

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Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(00)00007-7 ◽

2000 ◽

Vol 88 (2) ◽

pp. 305-328 ◽

Author(s):

Nizar Touzi

Keyword(s):

Stochastic Volatility ◽

Portfolio Constraints

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Fiat Money, Intrinsic Properties, and Government Transaction Policy

SSRN Electronic Journal ◽

10.2139/ssrn.246619 ◽

2000 ◽

Author(s):

Xavier Cuadras Morató

Keyword(s):

Intrinsic Properties ◽

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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles

Mathematics and Financial Economics ◽

10.1007/s11579-018-0223-6 ◽

2018 ◽

Vol 13 (1) ◽

pp. 115-146 ◽

Author(s):

Robert Jarrow

Keyword(s):

Asset Price ◽

Market Equilibrium ◽

Liquidity Risk ◽

Asset Market ◽

Capital Asset ◽

Asset Price Bubbles ◽

Price Bubbles ◽

Portfolio Constraints

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Heterogeneous Portfolio Constraints and Wealth Distribution Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.3047990 ◽

2017 ◽

Author(s):

Jeongmin Lee

Keyword(s):

Wealth Distribution ◽

Distribution Dynamics ◽

Portfolio Constraints

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