scientific article
From MaRDI portal
Publication:2771117
zbMath1107.91327MaRDI QIDQ2771117
Publication date: 14 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)
Related Items (3)
Portfolio Choice with Market--Credit-Risk Dependencies ⋮ Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization ⋮ HIGH-DIMENSIONAL PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS
This page was built for publication:
