Endogenous trading constraints with incomplete asset markets.

Árpád Ábrahám Eva Cárceles-Poveda

Published in: J. Econ. Theory (2010)

Keyphrases

financial markets
electronic commerce
market data
trading strategies
constraint satisfaction
electronic markets
geometric constraints
neural network
trading systems
linear constraints
market participants
portfolio selection
electricity markets
risk management
missing values
co occurrence
knowledge base