Transaction risk, derivative assets, and equilibrium
H. Henry Cao, Dongyan Ye
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Cao, H. Henry ; Ye, Dongyan |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 6.2016, 1, p. 1-20
|
| Subject: | Transaction risk | asymmetric information | derivative assets | Derivat | Derivative | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Risiko | Risk | Transaktionskosten | Transaction costs | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139216500014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011452334