Pages that link to "Item:Q1650939"
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The following pages link to Equilibrium returns with transaction costs (Q1650939):
Displaying 17 items.
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Estimating asset pricing models with frictions (Q1783453) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Price impact equilibrium with transaction costs and TWAP trading (Q2120598) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- Endogenous Noise Trackers in a Radner Equilibrium (Q5045203) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5970800) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)
- A multi-agent targeted trading equilibrium with transaction costs (Q6496948) (← links)