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Equilibrium returns with transaction costs.

Bruno BouchardMasaaki FukasawaMartin HerdegenJohannes Muhle-Karbe
Published in: Finance Stochastics (2018)
Keyphrases
  • transaction costs
  • nash equilibrium
  • stock exchange
  • portfolio management
  • game theory
  • variational inequalities
  • transaction cost economics
  • search costs
  • genetic algorithm
  • nash equilibria
  • portfolio selection