Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints (Q1752159)
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scientific article; zbMATH DE number 6872184
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| English | Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints |
scientific article; zbMATH DE number 6872184 |
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Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints (English)
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24 May 2018
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finance
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equilibrium price
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margin requirement
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tâtonnement
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0.89890295
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0.8872739
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0.8872674
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0.8753756
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0.8722899
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0.8702865
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0.8634959
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0.8599646
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