Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
M. A. H. Dempster; I. V. Evstigneev; M. I. Taksar
| Year of publication: |
2006
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|---|---|
| Authors: | Dempster, Michael A. H. ; Evstigneev, Igor V. ; Taksar, M. I. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 4, p. 327-355
|
| Subject: | CAPM | Hedging | Transaktionskosten | Transaction costs | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379686