Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
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2005
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Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
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weak no-arbitrage; transaction costs; bid-ask spread; taxes; nonlinear programming
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Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
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