Good deals in markets with friction Articles

authors

BALBAS DE LA CORTE, ALEJANDRO
BALBAS APARICIO, BEATRIZ
BALBAS APARICIO, RAQUEL

published in

QUANTITATIVE FINANCE Journal

publication date

June 2013

start page

827

end page

836

issue

6

volume

13

Digital Object Identifier (DOI)

https://doi.org/10.1080/14697688.2013.780132

full text

http://hdl.handle.net/10016/18157

International Standard Serial Number (ISSN)

1469-7688

Electronic International Standard Serial Number (EISSN)

1469-7696

keywords

risk measures; transaction costs; portfolio optimization; arbitrage relationship