Existence of a Radner equilibrium in a model with transaction costs (Q1670390): Difference between revisions

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+Equilibrium interest rate and liquidity premium with transaction costs
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+Liquidity shocks and equilibrium liquidity premia.
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+Stability of Radner equilibria with respect to small frictions
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+Incomplete markets and volatility
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+Portfolio selection with transactions costs
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+Portfolio Selection with Transaction Costs
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+Homogenization and Asymptotics for Small Transaction Costs
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+THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
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+Martingales and arbitage in securities markets with transaction costs
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+On using shadow prices in portfolio optimization with transaction costs
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+Duality theory for portfolio optimisation under transaction costs
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+Equilibrium in securities markets with heterogeneous investors and unspanned income risk
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+Radner equilibrium in incomplete Lévy models
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+Q4794153
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