Dynamic arbitrage-free asset pricing with proportional transaction costs
Xiaotie Deng; Chunlei Xu; Shunming Zhang
| Year of publication: |
2004
|
|---|---|
| Authors: | Deng, Xiaotie ; Xu, Chunlei ; Zhang, Shunming |
| Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 7.2004, p. 95-111
|
| Subject: | CAPM | Arbitrage | Transaktionskosten | Transaction costs | 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/10003747193