Existence of a Radner equilibrium in a model with transaction costs
Year of publication: |
September 2018
|
---|---|
Authors: | Weston, Kim |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 12.2018, 4, p. 517-539
|
Subject: | Transaction costs | Radner equilibrium | Shadow prices | Incompleteness | Transaktionskosten | Opportunitätskosten | Opportunity cost | Unvollkommener Markt | Incomplete market | Gleichgewichtstheorie | Equilibrium theory |
-
Essays on derivatives pricing in incomplete markets
Gerer, Johannes, (2016)
-
Equilibria in incomplete financial markets with portfolio constraints and transaction costs
De Waegenaere, Anja, (1994)
-
Existence of equilibrium in incomplete markets with intermediation costs
Préchac, Christophe, (1996)
- More ...
-
Stability of utility maximization in nonequivalent markets
Weston, Kim, (2016)
-
Price impact equilibrium with transaction costs and TWAP trading
Noh, Eunjung, (2022)
-
An incomplete equilibrium with a stochastic annuity
Weston, Kim, (2020)
- More ...