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The existence and determination of equilibrium prices in the asset market with transaction costs under the mean-ES framework - MaRDI portal

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
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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

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    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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    Identifiers

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