Existence of shadow prices in finite probability spaces
Year of publication: |
2011
|
---|---|
Authors: | Kallsen, Jan ; Muhle-Karbe, Johannes |
Published in: |
Computational Statistics. - Springer. - Vol. 73.2011, 2, p. 251-262
|
Publisher: |
Springer |
Subject: | Transactions costs | Portfolio optimization | Shadow price |
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