Financial markets with endogenous transaction costs
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Publication:5962164
DOI10.1007/s00199-009-0498-1zbMath1232.91255OpenAlexW2121838867WikidataQ57920625 ScholiaQ57920625MaRDI QIDQ5962164
V. Filipe Martins-da-Rocha, Yiannis Vailakis
Publication date: 21 September 2010
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-009-0498-1
Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
Related Items
Submodular financial markets with frictions ⋮ Transaction costs and planner intervention ⋮ Asset pricing in an imperfect world ⋮ Financial markets with endogenous transaction costs
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