Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs
Christoph Kühn, Alexander Molitor
| Year of publication: |
2019
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|---|---|
| Authors: | Kühn, Christoph ; Molitor, Alexander |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 1049-1077
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| Subject: | Arbitrage | Fundamental theorem of asset pricing | Proportional transaction costs | Transaktionskosten | Transaction costs | Theorie | Theory | CAPM | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00403-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114690