On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets

On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets

datePublished

• 1998

description

• kuvitettu
• Tiivistelmä ja 4 erip.

identifier

• propertyID: FI-FENNI value: 598372
• propertyID: FI-MELINDA value: 005388208
• propertyID: skl value: fx598372

isbn

• 9512239469

isPartOf

• Fennica
• Systems Analaysis Laboratory research reports. A

name

• On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets

numberOfPages

• 8, [61] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Otaniemi organizer: Teknillinen korkeakoulu

publisher

• Teknillinen korkeakoulu