Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123168079> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W3123168079 abstract "We consider a class of production-investment models in discrete time with proportional transaction costs. For linear production functions, we study a natural extension of the no-arbitrage of the second kind condition introduced by M. Rasonyi [13]. We show that this condition implies the closedness of the set of attainable claims and is equivalent to the existence of a strictly consistent price system under which the evaluation of future production profits are strictly negative. This allows to discuss the closedness of the set of terminal wealth in models with non-linear production functions which may admit arbitrages of the second kind for low production regimes but not marginally for high production regimes." @default.
- W3123168079 created "2021-02-01" @default.
- W3123168079 creator A5030868049 @default.
- W3123168079 creator A5045732278 @default.
- W3123168079 date "2013-04-01" @default.
- W3123168079 modified "2023-10-02" @default.
- W3123168079 title "No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs" @default.
- W3123168079 hasPublicationYear "2013" @default.
- W3123168079 type Work @default.
- W3123168079 sameAs 3123168079 @default.
- W3123168079 citedByCount "0" @default.
- W3123168079 crossrefType "posted-content" @default.
- W3123168079 hasAuthorship W3123168079A5030868049 @default.
- W3123168079 hasAuthorship W3123168079A5045732278 @default.
- W3123168079 hasConcept C106159729 @default.
- W3123168079 hasConcept C144237770 @default.
- W3123168079 hasConcept C149782125 @default.
- W3123168079 hasConcept C154945302 @default.
- W3123168079 hasConcept C160623529 @default.
- W3123168079 hasConcept C162324750 @default.
- W3123168079 hasConcept C175444787 @default.
- W3123168079 hasConcept C177264268 @default.
- W3123168079 hasConcept C17744445 @default.
- W3123168079 hasConcept C199360897 @default.
- W3123168079 hasConcept C199539241 @default.
- W3123168079 hasConcept C27548731 @default.
- W3123168079 hasConcept C2777212361 @default.
- W3123168079 hasConcept C2778029271 @default.
- W3123168079 hasConcept C2778348673 @default.
- W3123168079 hasConcept C33923547 @default.
- W3123168079 hasConcept C41008148 @default.
- W3123168079 hasConcept C66887028 @default.
- W3123168079 hasConcept C94625758 @default.
- W3123168079 hasConcept C98965940 @default.
- W3123168079 hasConceptScore W3123168079C106159729 @default.
- W3123168079 hasConceptScore W3123168079C144237770 @default.
- W3123168079 hasConceptScore W3123168079C149782125 @default.
- W3123168079 hasConceptScore W3123168079C154945302 @default.
- W3123168079 hasConceptScore W3123168079C160623529 @default.
- W3123168079 hasConceptScore W3123168079C162324750 @default.
- W3123168079 hasConceptScore W3123168079C175444787 @default.
- W3123168079 hasConceptScore W3123168079C177264268 @default.
- W3123168079 hasConceptScore W3123168079C17744445 @default.
- W3123168079 hasConceptScore W3123168079C199360897 @default.
- W3123168079 hasConceptScore W3123168079C199539241 @default.
- W3123168079 hasConceptScore W3123168079C27548731 @default.
- W3123168079 hasConceptScore W3123168079C2777212361 @default.
- W3123168079 hasConceptScore W3123168079C2778029271 @default.
- W3123168079 hasConceptScore W3123168079C2778348673 @default.
- W3123168079 hasConceptScore W3123168079C33923547 @default.
- W3123168079 hasConceptScore W3123168079C41008148 @default.
- W3123168079 hasConceptScore W3123168079C66887028 @default.
- W3123168079 hasConceptScore W3123168079C94625758 @default.
- W3123168079 hasConceptScore W3123168079C98965940 @default.
- W3123168079 hasLocation W31231680791 @default.
- W3123168079 hasOpenAccess W3123168079 @default.
- W3123168079 hasPrimaryLocation W31231680791 @default.
- W3123168079 hasRelatedWork W154982457 @default.
- W3123168079 hasRelatedWork W1930012797 @default.
- W3123168079 hasRelatedWork W2037205363 @default.
- W3123168079 hasRelatedWork W2042164914 @default.
- W3123168079 hasRelatedWork W2099603845 @default.
- W3123168079 hasRelatedWork W2101029968 @default.
- W3123168079 hasRelatedWork W2165995293 @default.
- W3123168079 hasRelatedWork W2289729007 @default.
- W3123168079 hasRelatedWork W2294849484 @default.
- W3123168079 hasRelatedWork W2727040800 @default.
- W3123168079 hasRelatedWork W2788532848 @default.
- W3123168079 hasRelatedWork W2950012779 @default.
- W3123168079 hasRelatedWork W3121955053 @default.
- W3123168079 hasRelatedWork W3122352859 @default.
- W3123168079 hasRelatedWork W3122631097 @default.
- W3123168079 hasRelatedWork W3123873380 @default.
- W3123168079 hasRelatedWork W3124191835 @default.
- W3123168079 hasRelatedWork W3124492079 @default.
- W3123168079 hasRelatedWork W3124852137 @default.
- W3123168079 hasRelatedWork W60932666 @default.
- W3123168079 isParatext "false" @default.
- W3123168079 isRetracted "false" @default.
- W3123168079 magId "3123168079" @default.
- W3123168079 workType "article" @default.