Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs
Year of publication: |
2015
|
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Authors: | Lepinette, Emmanuel |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Arbitrage |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2569090 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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