On the existence of shadow prices
Date
2013Link to item file
http://hal.archives-ouvertes.fr/hal-00645980/fr/Dewey
Economie financièreSujet
short selling constraints; shadow prices; Transaction costsJEL code
D23Journal issue
Finance and StochasticsVolume
17Number
4Publication date
2013Article pages
801-818Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Muhle-Karbe, Johannes
Kallsen, Jan
Campi, Luciano
Benedetti, Giuseppe