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Ambiguity premium and transaction costs - MaRDI portal

Ambiguity premium and transaction costs (Q1984415)

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scientific article; zbMATH DE number 7396059
Language Label Description Also known as
English
Ambiguity premium and transaction costs
scientific article; zbMATH DE number 7396059

    Statements

    title
    Ambiguity premium and transaction costs (English)
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    author
    Bong-Gyu Jang
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    Tae Yoon Kim
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    Seungkyu Lee
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    Seyoung Park
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    publication date
    16 September 2021
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    zbMATH Keywords
    optimal investment
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    ambiguity aversion
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    transaction costs
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    ambiguity premium
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    Identifiers

    zbMATH DE Number
    7396059
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    OpenAlex ID
    W3184008723
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