| 不完全市场的广义拟均衡:限制参与情形的研究 |
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| 引用本文： | 黄慧敏,孙晓明. 不完全市场的广义拟均衡:限制参与情形的研究[J]. 福建师范大学学报(自然科学版), 2004, 20(1): 7-12 |
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| 作者姓名： | 黄慧敏 孙晓明 |
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| 作者单位： | 福建师范大学数学与计算机科学学院,福建,福州,350007 |
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| 摘 要： | 建立加权的不完全金融市场的模型，考虑经纪人债券持有的非线性约束，给出限制参与下广义拟均衡的定义，并讨论它的存在性、结构和相关性质．
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| 关 键 词： | 不完全市场 广义拟均衡 限制参与 权重 金融市场 非线性约束 |
| 文章编号： | 1000-5277(2004)01-0007-06 |
Extended Financial Equilibrium with Weighted Incomplete Real Asset Markets:the Case of Restricted Participation |
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| HUANG Hui-min,SUN Xiao-ming. Extended Financial Equilibrium with Weighted Incomplete Real Asset Markets:the Case of Restricted Participation[J]. Journal of Fujian Teachers University(Natural Science), 2004, 20(1): 7-12 |
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| Authors: | HUANG Hui-min SUN Xiao-ming |
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| Abstract: | Establish the economical of weight incomplete real asset markets, admit the nonlinear constraints on households' portfolio holdings, define the imitate financial equilibrium and the extended imitate financial equilibrium with weighted incomplete real asset markets:the case of restricted participation,prove the existence of the financial equilibrium,and investigate the structure and generic properties of the equilibrium set. |
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| Keywords: | incomplete market restricted participation imitate financial equilibrium extended imitate financial equilibrium weight |
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