European Business Schools Librarian's Group

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

JEL-codes: C62; D52; G10

16 pages, December 1, 2000

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