Concepedia
Journal of Mathematical Economics · 2009 · 23 citations · 15 references
Open access
EconomicsGeneral Equilibrium TheoryBusinessEconomic AnalysisGeneral Financial EquilibriumFinancial MechanismFinance
15
Differences of Opinion, Short-Sales Constraints, and Market Crashes
Harrison Hong, Jeremy C. Stein · Review of Financial Studies · 2003 · 1.4K citations
An Equilibrium Model with Restricted Stock Market Participation
Suleyman Basak, Domenico Cuoco · Review of Financial Studies · 1998 · 542 citations
Equilibrium Mispricing in a Capital Market with Portfolio Constraints
Suleyman Basak, Benjamin Croitoru · Review of Financial Studies · 2000 · 179 citations
Market Equilibrium, Continuous Time Model, Market Design +16
Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach
Jérôme Detemple, Suresh Sundaresan · Review of Financial Studies · 1999 · 169 citations
Option Pricing, Portfolio Optimization, Economics +13
Constrained suboptimality in incomplete markets: a general approach and two applications
Alessandro Citanna, Atsushi Kajii, Antonio Villanacci · Economic Theory · 1998 · 112 citations
Mathematical Programming, Economics, Incomplete Markets +11