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~person:"Butter, Frank A.G. den"
~person:"Muhle-Karbe, Johannes"
~subject:"Liquidity"
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Butter, Frank A.G. den
Muhle-Karbe, Johannes
Gresse, Carole
6
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An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
2
Transaction
Costs
, Trading Volume, and the Liquidity Premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
-
2013
constant relative risk aversion trades with small proportional
transaction
costs
. We derive explicit formulas for the optimal …
Persistent link: https://www.econbiz.de/10014179076
Saved in:
3
Transaction
costs
, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
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