Monetary Dynamics With Proportional Transaction Costs and Fixed Payment Periods

doi 10.1017/cbo9780511759628.002
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press

Related search

Monetary General Equilibrium With Transaction Costs

Journal of Mathematical Economics
Applied MathematicsEconomicsEconometrics
2003English

Maximization of the Long-Term Growth Rate for a Portfolio With Fixed and Proportional Transaction Costs

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2008English

Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs

Machine Learning for Financial Engineering
2012English

Dynamic Arbitrage-Free Asset Pricing With Proportional Transaction Costs

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2002English

L\'{e}vy Process, Proportional Transaction Costs and Foreign Exchange

Journal of Mathematics Research
2017English

Transaction Costs and Consumption

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2009English

Portfolio Selection With Transaction Costs and Default Risk

Managerial Finance
AccountingManagementFinanceBusinessStrategy
2017English

Dynamic Trading With Predictable Returns and Transaction Costs

SSRN Electronic Journal
2009English

Transaction Costs and Incentive Theory

Revue d'Economie Industrielle
Industrial RelationsEconomicsEconometrics
2000English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy