Dong Chul Won

Ajou University

Associate Professor

College of Business Adminstration

Suwon

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

4

DOWNLOADS

286

CITATIONS

1

Scholarly Papers (4)

1.

Arbitrage Pricing and the Existence of Equilibrium Under Portfolio Constraints

Number of pages: 57 Posted: 19 Oct 2003
Dong Chul Won and Guangsug Hahn
Ajou University and POSTECH
Downloads 169 (141,470)
Citation 1

Abstract:

local law of one price, global law of one price, projective arbitrage, equilibrium, portfolio constraints

2.

Constrained Asset Markets

Number of pages: 57 Posted: 19 Oct 2007
Dong Chul Won and Guangsug Hahn
Ajou University and POSTECH
Downloads 51 (313,550)

Abstract:

arbitrage, viability, equilibrium, portfolio constraints, redundant assets, incomplete markets

3.

Equilibrium Theory with Link Portfolios

Number of pages: 39 Posted: 06 Sep 2012
Dong Chul Won and Guangsug Hahn
Ajou University and POSTECH
Downloads 27 (359,626)

Abstract:

equilibrium, portfolio constraints, financial derivatives, link portfolios, fundamental theorem of portfolio decomposition, incomplete asset markets

4.

Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets

Seoul Journal of Economics, Vol. 25, No. 4, pp. 441-461, 2012
Number of pages: 22 Posted: 30 Nov 2012
Guangsug Hahn and Dong Chul Won
POSTECH and Ajou University
Downloads 20 (427,543)

Abstract:

equilibrium, portfolio constraints, redundant assets, incomplete markets, arbitrage, irreducibility, survival conditions