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Asset Pricing in Economies with Frictions - MaRDI portal

Asset Pricing in Economies with Frictions (Q5689668)

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scientific article; zbMATH DE number 961712
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Asset Pricing in Economies with Frictions
scientific article; zbMATH DE number 961712

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    Asset Pricing in Economies with Frictions (English)
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    7 January 1997
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    proportional transaction costs
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    short-sale constraints
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    Euler inequalities
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    aggregate consumption
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