Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, M. A. H., Evstigneev, I. V. and Taksar, M. I.
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Dempster, Michael A. H. (contributor) ; Evstigneev, Igor V. (contributor) ; Taksar, Michael I. (contributor) |
| Publisher: |
Cambridge : Judge Business School, Univ. of Cambridge |
| Subject: | Transaktionskosten | Transaction costs | Hedging | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics | Finanzmarkt | Financial market |
| Extent: | Online-Ressource, 49 S., Text |
|---|---|
| Series: | Working paper series. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2102313-X. - Vol. 2005,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 21-11-05 Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003187224