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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    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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