Equilibrium returns with transaction costs
Year of publication: |
July 2018
|
---|---|
Authors: | Bouchard, Bruno ; Fukasawa, Masaaki ; Herdegen, Martin ; Muhle-Karbe, Johannes |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 3, p. 569-601
|
Subject: | Equilibrium | Transaction costs | FBSDEs | Transaktionskosten | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Gleichgewichtstheorie | Equilibrium theory |
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