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Endogenous Noise Trackers in a Radner Equilibrium:
Choi, Jin Hyuk
;
Weston, Kim
SIAM Journal on Financial Mathematics. 13 (2022) 4 - p. 1326-1343 , 2022
Link:
https://doi.org/10.1137/22m1483384
RT Journal T1 <Title>Endogenous Noise Trackers in a Radner Equilibrium</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_22m1483384&Exemplar=1&LAN=DE A1 Choi, Jin Hyuk A1 Weston, Kim PB Society for Industrial & Applied Mathematics (SIAM) YR 2022 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 13 IS 4 SP 1326 OP 1343 LK http://dx.doi.org/https://doi.org/10.1137/22m1483384 DO https://doi.org/10.1137/22m1483384 SF ELIB - SuUB Bremen
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