Equilibrium returns with transaction costs

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Publication:1650939

DOI10.1007/s00780-018-0366-6zbMath1402.91666arXiv1707.08464OpenAlexW2785876074WikidataQ129769454 ScholiaQ129769454MaRDI QIDQ1650939

Masaaki Fukasawa, Martin Herdegen, Bruno Bouchard, Johannes Muhle-Karbe

Publication date: 16 July 2018

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08464




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