A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints (Q4595326)
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scientific article; zbMATH DE number 6813794
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| English | A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints |
scientific article; zbMATH DE number 6813794 |
Statements
A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints (English)
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30 November 2017
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equilibrium pricing
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aggregate utility function
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convex optimization
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tâtonnement
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0.8830456733703613
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0.799629807472229
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0.7941927313804626
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0.786307692527771
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0.7824514508247375
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