Keywords: Transaction costs
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Journal Articles
Journal Articles
Review of Accounting and Finance (2004) 3 (4): 99–111.
Published: 01 April 2004
...Bong‐Gyu Jang; Hyeng Keun Koo; U Jin Choi We suggest the method of evaluation of illiquid assets on the market in the presence of proportional transaction costs by using two consumption/investment models. We study an investor's implicit evaluation of an illiquid asset whose trading incurs...

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