Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Year of publication: |
2006
|
---|---|
Authors: | Dempster, Michael A. H. ; Evstigneev, Igor V. ; Taksar, M. I. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 4, p. 327-355
|
Subject: | CAPM | Hedging | Transaktionskosten | Transaction costs | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
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