Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

Journal of Economic Theory ◽

10.1016/0022-0531(91)90123-l ◽

1991 ◽

Vol 54 (2) ◽

pp. 259-304 ◽

Author(s):

Hua He ◽

Neil D Pearson

Keyword(s):

Incomplete Markets ◽

Dimensional Case ◽

Infinite Dimensional ◽

Short Sale Constraints ◽

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CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT-SALE CONSTRAINTS IN THE FINITE-DIMENSIONAL CASE: SOME REMARKS

Mathematical Finance ◽

10.1111/j.1467-9965.1994.tb00051.x ◽

1994 ◽

Vol 4 (1) ◽

pp. 69-73 ◽

Author(s):

Bruno Girotto ◽

Fulvio Ortu

Keyword(s):

Incomplete Markets ◽

Dimensional Case ◽

Short Sale Constraints ◽

Finite Dimensional ◽

Finite Dimensional Case

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Consumption and Portfolio Policies With Incomplete Markets and Short-Sale Constraints: the Finite-Dimensional Case

Mathematical Finance ◽

10.1111/j.1467-9965.1991.tb00012.x ◽

1991 ◽

Vol 1 (3) ◽

pp. 1-10 ◽

Author(s):

Hua He ◽

Neil D. Pearson

Keyword(s):

Incomplete Markets ◽

Dimensional Case ◽

Short Sale Constraints ◽

Finite Dimensional ◽

Finite Dimensional Case

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Complete and incomplete markets with short-sale constraints

Economic Theory ◽

10.1007/s00199-001-0244-9 ◽

2003 ◽

Vol 21 (1) ◽

pp. 195-204 ◽

Author(s):

Eduardo L. Giménez

Keyword(s):

Incomplete Markets ◽

Short Sale Constraints ◽

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Option Introduction, Short Sale Constraints and the Speed of Stock Price Adjustment to Negative News

SSRN Electronic Journal ◽

10.2139/ssrn.1105235 ◽

2008 ◽

Author(s):

Blake Phillips

Keyword(s):

Stock Price ◽

Price Adjustment ◽

Short Sale Constraints ◽

Negative News ◽

Stock Price Adjustment

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Short-Sale Constraints, Investor Structure and Liquidity Difference in Magnet Effect of Price Limit Rules: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1362153 ◽

2009 ◽

Author(s):

Bo Liu

Keyword(s):

Price Limit ◽

Short Sale Constraints ◽

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AH Premium and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1708260 ◽

2010 ◽

Author(s):

MSCI Inc.

Keyword(s):

Short Sale Constraints ◽

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Short Sale Constraints and the Likelihood of Crashes and Bubbles

SSRN Electronic Journal ◽

10.2139/ssrn.1947145 ◽

2012 ◽

Author(s):

Arne Christian Klein ◽

Martin T. Bohl

Keyword(s):

Short Sale Constraints ◽

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Investor Sentiment, Profitable Trading Strategies, and Short Sale Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.2575694 ◽

2014 ◽

Author(s):

James Bulsiewicz

Keyword(s):

Investor Sentiment ◽

Trading Strategies ◽

Short Sale Constraints ◽

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Short-Sale Constraints and Credit Runs

SSRN Electronic Journal ◽

10.2139/ssrn.2821091 ◽

2015 ◽

Author(s):

Gyuri Venter

Keyword(s):

Short Sale Constraints ◽

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Equity-Market Trading Restrictions and Credit Prices: Evidence from Short-Sale Constraints Around the World

SSRN Electronic Journal ◽

10.2139/ssrn.3060801 ◽

2017 ◽

Author(s):

Mark G. Maffett ◽

Edward L. Owens

Keyword(s):

Equity Market ◽

Short Sale Constraints ◽

The World ◽

Trading Restrictions

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