The existence and determination of equilibrium prices in the asset market with transaction costs under the mean-ES framework (Q2885648)
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scientific article; zbMATH DE number 6040561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence and determination of equilibrium prices in the asset market with transaction costs under the mean-ES framework |
scientific article; zbMATH DE number 6040561 |
Statements
1 June 2012
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equilibrium price
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asset market
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utility function
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transaction costs
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optimal portfolio
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The existence and determination of equilibrium prices in the asset market with transaction costs under the mean-ES framework (English)
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