Collateral avoids Ponzi schemes in incomplete markets

Aloisio Araujo, Mário Páscoa, Juan Pablo Torres-Martínez

Research output: Contribution to journal › Article › peer-review

48 Citations (Scopus)

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@article{577bed994680444f9a9738d7770fb8b6,

title = "Collateral avoids Ponzi schemes in incomplete markets",

author = "Aloisio Araujo and M{\'a}rio P{\'a}scoa and Torres-Mart{\'i}nez, {Juan Pablo}",

note = "000176529300010",

year = "2002",

month = jan,

day = "1",

doi = "10.1111/1468-0262.00343",

language = "English",

volume = "70",

pages = "1613--1638",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Econometric Society",

number = "4",

}