Viable Costs and Equilibrium Prices in Frictional Securities Markets
Year of publication: |
2000-11
|
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Authors: | Chen, Zhiwu |
Institutions: | China Economics and Management Academy, Central University of Finance and Economics (CUFE) |
Subject: | Frictional markets | Viable price system | No arbitrage | Free lunches | Sublinear price functional | Market frictions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Annals of Economics and Finance, Nov 2001, pages 297-323 Number 62 27 pages |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G20 - Financial Institutions and Services. General |
Source: |
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