A discrete stochastic model for investment with an application to the transaction costs case
Article Abstract:
A stochastic investment model is set up to study investment, with assets seen as opportunities for investment, and this has applications for understanding transaction costs.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Economics, Research and Development in the Social Sciences and Humanities, Research, Investments, Stochastic analysis
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
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Price functionals with bid-ask spreads: an axiomic approach
Article Abstract:
Arbitrage is examined in securities markets, including transaction costs, and bid-ask ratios.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Securities and Commodity Exchanges, Security and commodity exchanges, Securities Exchanges, Analysis, Stock-exchange, Stock exchanges, Exchanges, Economic research
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
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Optimal investment with taxes: An existence result
Article Abstract:
An existence result for the deterministic control problem is presented.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Usage, Chaos theory, Chaotic systems, Mathematical optimization, Optimization theory
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Economic aspects
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