Guangsug Hahn

POSTECH

Associate Professor

San 31, Hoja-dong

Nam-gu

Pohang, 790-784

Korea

SCHOLARLY PAPERS

5

DOWNLOADS

298

CITATIONS

1

Scholarly Papers (5)

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 (141,648)
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 (313,967)

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 (360,115)

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 (428,081)

Abstract:

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

5.

Incomplete Markets with Endogenous Portfolio Constraints and Redundant Assets

Seoul Journal of Economics 27 (No. 4 2014): 469-488
Number of pages: 20 Posted: 26 Nov 2014
Guangsug Hahn
POSTECH
Downloads 9 (479,527)

Abstract:

Incomplete markets, Competitive equilibrium, Endogenous portfolio constraints, Redundant assets, Constrained arbitrage