Stability of Radner equilibria with respect to small frictions
Year of publication: |
April 2018
|
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Authors: | Herdegen, Martin ; Muhle-Karbe, Johannes |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 2, p. 443-502
|
Subject: | Trading costs | Radner equilibrium | Asymptotics | Stability | Transaction tax | Gleichgewichtstheorie | Equilibrium theory | Transaktionskosten | Transaction costs |
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