Abstract
This paper recovers and improves, in a systematic way and under less strict assumptions than the classical ones, some known results pertaining to perfect matching problems. It also puts forward a rule for choosing the vectors of future cash-drawings which lead to a common term structure of interest rates. These results are then framed into the theory of non-substitution theorems for linear economic models. In this area a special perfect matching problem dealing with strict investment projects is analyzed.
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De Giuli, M.E., Magnani, U. (1996). Non-Substitution Theorems for Perfect Matching Problems. In: Bertocchi, M., Cavalli, E., Komlósi, S. (eds) Modelling Techniques for Financial Markets and Bank Management. Contributions to Management Science. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-51730-3_3
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DOI: https://doi.org/10.1007/978-3-642-51730-3_3
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