Good deals in markets with friction Articles uri icon

publication date

  • June 2013

start page

  • 827

end page

  • 836

issue

  • 6

volume

  • 13

international standard serial number (ISSN)

  • 1469-7688

electronic international standard serial number (EISSN)

  • 1469-7696

abstract

keywords

  • risk measures; transaction costs; portfolio optimization; arbitrage relationship