摘要翻译：
在一个金融市场的不完全半鞅模型中，我们考虑了几个规避风险的金融代理人，他们协商一束未定权益的价格。假设代理人的风险偏好以凸资本需求为模型，定义和分析了代理人的需求函数，并提出了局部均衡价格的概念。除了存在唯一性的充分条件外，我们还证明了均衡价格对于代理人风险偏好的不规范是稳定的。
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英文标题：
《Partial Equilibria with Convex Capital Requirements: Existence,
  Uniqueness and Stability》
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作者：
Michail Anthropelos, Gordan Zitkovic
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
  In an incomplete semimartingale model of a financial market, we consider several risk-averse financial agents who negotiate the price of a bundle of contingent claims. Assuming that the agents' risk preferences are modelled by convex capital requirements, we define and analyze their demand functions and propose a notion of a partial equilibrium price. In addition to sufficient conditions for the existence and uniqueness, we also show that the equilibrium prices are stable with respect to misspecifications of agents' risk preferences.
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PDF链接：
https://arxiv.org/pdf/0901.3318