Holding costs and equilibrium arbitrage

Author(s)
Tuckman, Bruce.; Vila, Jean-Luc
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Description
"First version: June 1992, This version: December 1993."
Date issued
1993
URI
http://hdl.handle.net/1721.1/48051
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
holdingcostsequi93tuck
Series/Report no.
Working paper (Sloan School of Management) ; 3437.
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