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Browsing School of Sciences and Humanities by Subject "useless-free financial structure"

Browsing School of Sciences and Humanities by Subject "useless-free financial structure"

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  • Eliminating useless portfolios in constrained financial economies 
    Aouani, Zaier; Cornet, Bernard (Economic Theory, 2016-10-21)
    When financial investors’ portfolio holdings are unconstrained, financial economies are assumed, w.l.o.g., to have no redundant assets. Indeed, eliminating redundant assets allows to replace the initial financial structure ...