Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Esmaeil Babaei
| Year of publication: |
2024
|
|---|---|
| Authors: | Babaei, Esmaeil |
| Subject: | Asset pricing | Consistent valuation systems | Hedging | Portfolio constraints | Transaction costs | Von Neumann-Gale dynamical systems | Transaktionskosten | Portfolio-Management | Portfolio selection | CAPM | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-024-00441-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014566422