The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads
Alet Roux
| Year of publication: |
2011
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|---|---|
| Authors: | Roux, Alet |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 47.2011, 2, p. 159-163
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| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | CAPM | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price |
| 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/10009306463