IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING

DOI10.1142/S0219024917500248zbMath1396.91673arXiv1310.1882OpenAlexW3123899968MaRDI QIDQ5281718

Erindi Allaj

Publication date: 26 July 2017

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1882

zbMATH Keywords

transaction costsarbitrage pricing theoryfundamental theorems of arbitrage

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

Related Items (1)

Risk measuring under liquidity risk

Cites Work

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