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On transaction-cost models in continuous-time markets
Poufinas, Thomas - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 102-135
Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs,...
Persistent link: https://www.econbiz.de/10011308467
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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele - 1993
Persistent link: https://www.econbiz.de/10000882071
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International portfolio choice and asset pricing : an integrative survey
Stulz, René M. - 1994
Persistent link: https://www.econbiz.de/10000883027
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Essays in intertemporal investment decisions and asset prices
Restoy, Fernando - 1991
Persistent link: https://www.econbiz.de/10000883054
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10000885516
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Zur Beziehung zwischen Barwertmodell, Fair Game Modell und Martingalmodell : eine Übersicht
Alt, Raimund - 1994
Persistent link: https://www.econbiz.de/10000885884
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The general equilibrium foundations of modern finance theory : an exposition
Eichberger, Jürgen; Harper, Ian R. - 1994
Persistent link: https://www.econbiz.de/10000886687
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Optimal hedging strategy re-visited : acknowledging the existence of non-stationary economic time series
Qian, Ying; Duncan, Ronald C. - 1994
Persistent link: https://www.econbiz.de/10000886959