Liquidity Premia, Transaction Costs, and Model Misspecification
Year of publication: |
2015
|
---|---|
Authors: | Jang, Bong-Gyu |
Other Persons: | Lee, Seungkyu (contributor) ; Park, Seyoung (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Modellierung | Scientific modelling | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2406563 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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