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JOURNALS // Mathematics and Financial Economics // Archive

Math. Financ. Econ., 2020, Volume 14, Issue 2, Pages 283–305 (Mi mfe1)

This article is cited in 4 papers

Von Neumann–Gale dynamics and capital growth in financial markets with frictions

Esmaeil Babaeia, Igor V. Evstigneeva, Klaus Reiner Schenk-Hoppéab, Mikhail Zhitlukhinc

a Economics, University of Manchester, Oxford Road, Manchester M13 9PL, UK
b Department of Finance, NHH – Norwegian School of Economics, Helleveien 30, 5045 Bergen, Norway
c Steklov Mathematical Institute of the Russian Academy of Sciences, 8 Gubkina St., Moscow 119991, Russia

Received: 09.08.2019
Accepted: 27.12.2019

Language: English

DOI: 10.1007/s11579-019-00256-8



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