Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions |
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Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (English)
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22 April 2005
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weak no-arbitrage
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transaction costs
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bid-ask spread - taxes
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nonlinear programming
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