Date: 2009-12-08 11:44:02

Economy

Mathematical finance

Finance

Money

Economic equilibrium

Portfolio optimization

General equilibrium theory

Mathematical optimization

Risk premium

Financial risk

Incomplete markets

Stochastic volatility

Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

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