Proportional Transaction Costs on Asset Trades : A Note on Existence by Homotopy Methods
| Year of publication: |
2013
|
|---|---|
| Authors: | Citanna, Alessandro |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Theorie | Theory | Gleichgewichtsmodell | Equilibrium model | Transaktionskosten | Transaction costs | CAPM | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume |
| Description of contents: |
We prove existence of equilibria with proportional transaction costs on asset trading, using homotopy methods
|
freely available
| Extent: | 1 Online-Ressource (16 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2000 erstellt |
| Other identifiers: | 10.2139/ssrn.263108 [DOI] |
| Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D52 - Incomplete Markets ; G1 - General Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014035956