Asset pricing with heterogeneous beliefs and illiquidity
Year of publication: |
2020
|
---|---|
Authors: | Muhle‐Karbe, Johannes ; Nutz, Marcel ; Tan, Xiaowei |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 4 (16.04.), p. 1392-1421
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Asset Pricing with Heterogeneous Beliefs and Illiquidity
Muhle-Karbe, Johannes, (2020)
-
Guasoni, Paolo, (2018)
-
Portfolio choice with small temporary and transient price impact
Ekren, Ibrahim, (2019)
- More ...