Numeraire portfolios and utility-based price systems under...

Numeraire portfolios and utility-based price systems under proportional transaction costs

Sass, Jörn, Schäl, Manfred
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Volume:
37
Language:
english
Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-012-0132-8
Date:
October, 2014
File:
PDF, 504 KB
english, 2014
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