Holding costs and equilibrium arbitrage

Author(s)
Tuckman, Bruce.; Vila, Jean-Luc
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Description
"Latest version: June 1992."
URI
http://hdl.handle.net/1721.1/48077
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992
Other identifiers
holdingcostsequi00tuck
Series/Report no.
Working paper (Sloan School of Management) ; 3437-92.
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