EBSLG

 

 
European Business Schools Librarian's Group
Home About Series Subject/JEL codes Advanced Search
HEC Paris. Research Department Les Cahiers de Recherche - HEC Paris
 

No 717:
Proportional transaction costs on asset trades : a note on existence by homotopy methods

Alessandro CITANNA

Abstract: We prove existence of equilibria with proportional transaction costs on asset trading, using homotopy methods.

Keywords: Transaction costs; incomplete markets; homotopy methods; (follow links to similar papers)

JEL-Codes: C62; D52; G10; (follow links to similar papers)

16 pages, December 1, 2000

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

d70b8098e38054441918ceb6a138eb74.pdf    PDF-file
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Sandra Dupouy ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design Joakim Ekebom

Handle: RePEc:ebg:heccah:0717 This page was generated on 2014-12-14 17:56:16