No-arbitrage Analysis of Frictional Markets Under the General Transaction Costs |
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| Authors: | Wang Shaojun Yang Xiaoping |
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| Affiliation: | [1]Hubei Branch of Bank of China, Wuhan [2]School of Science, Nanjing University of Science ＆ Technology, Jiangsu |
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| Abstract: | Profile The modern financial theory originates in the portfolio theory which was put forward by H.Markowitz at the beginning of the fifties of the 20th century; it is the modern finance's begin-ning of the quantitative research. |
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