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