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B Tuckman, JL Vila - The Journal of Finance, 1992 - Wiley Online Library

Arbitrage With Holding Costs: A Utility‐Based Approach.

Asset based approaches STEM training

Tuckman

GSID: dAahGBCB-W0J

Excerpt

… Another motivation for the analysis of holding costs stems from the relatively recent literature … in two ways with respect to asset maturity. First, for a given dollar mispricing assets of longer …

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GSID: jO7N2mcU8Y0J