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Holding costs and equilibrium arbitrage

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holdingcostsequi93tuck.pdf

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Author(s)
Tuckman, Bruce.
•
Vila, Jean-Luc
Date Issued
1993
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3437.
Description
"First version: June 1992, This version: December 1993."
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