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Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée

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Author Info

  • L, Carassus

    (Crest)

  • E, Jouini

    (Crest)

Abstract

Dans ce travail, nous proposons un cadre general pour les modeles discrets et finis. Tout d'abord, nous montrons un resultat d'absence d'arbitrage. Puis, nous l'appliquons afin de retrouver les resultats deja connus sur les couts de transaction et les contraintes de vente a decouvert, pour des actifs versant ou non des dividendes. Nous obtenons aussi de nouveaux resultats sur les taxes.

(This abstract was borrowed from another version of this item.)

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File URL: http://www.crest.fr/content/blogcategory/21/54/
File Function: Crest working paper version
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Bibliographic Info

Paper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 97-58.

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Date of creation: 1997
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Handle: RePEc:crs:wpaper:97-58

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