NYU Faculty Digital Archive
metadata only
Efficient Trading Strategies in the Presence of Market Frictions
In this paper we provide a price characterization of efficient consumption bundles in multiperiod economies with market frictions. Efficient consumption bundles are those that are chosen by at least one rational agent with monotonic state-independent and risk-averse preferences and a given future en
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Asset Pricing in a Neoclassical Model with Limited Participation#942759
- Pure and Impure Time Preferences#114869
- Realism, Commonsensibles, and Economics:The Case of Contemporary Revealed Preference Theory#738854
- Asymptotic Max-Min Fair Allocation with Random Utilities#1013916
- Disposable income of households (with expenditure greater than zero) spent on essential goods and services by risk of income poverty or social exclusion - experimental statistics#814983
Record · ID 942426
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive