Stern School of Business, New York University, and Sloan School of Management, Massachusetts Institute of Technology, respectively. We would like to thank participants in the University of Texas, Austin, New York University and Cornell University Finance Seminar Series, participants in the 1990 AFA and AFFI meetings, and an anonymous referee for helpful comments and suggestions. Finally, Jean-Luc Vila wishes to acknowledge financial support from the International Financial Services Research Center at the Sloan School of Management.
Arbitrage With Holding Costs: A Utility-Based Approach
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 4, pages 1283–1302, September 1992
How to Cite
TUCKMAN, B. and VILA, J.-L. (1992), Arbitrage With Holding Costs: A Utility-Based Approach. The Journal of Finance, 47: 1283–1302. doi: 10.1111/j.1540-6261.1992.tb04658.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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