Asset market equilibrium: A simulation

DOI10.1016/J.MATCOM.2008.11.009MaRDI QIDQ834302zbMATH OpenOpenAlexFDO

Authors Toshitaka Fukiharu

Publication date 19 August 2009

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2008.11.009

zbMATH Keywords

simulationbubblerelative risk aversionasset pricegiffen good

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Recommendations

• Uniqueness of asset prices in an exchange economy with unbounded utility
• On fragility of bubbles in equilibrium asset pricing models of Lucas-type
• Multiple equilibria in a simple asset pricing model
• Rational equilibrium asset-pricing bubbles in continuous trading models
• Rational Asset Pricing Bubbles

Cites work

• Asset Prices in an Exchange Economy
• Asset market equilibrium: A simulation
• Existence of an Equilibrium for a Competitive Economy
• On the Existence of General Equilibrium for a Competitive Market
• Some Examples of Global Instability of the Competitive Equilibrium

Cited in

(5)

• Asset market equilibrium: A simulation
• Atlas models of equity markets
• A note on effects of rational bubble on portfolios
• scientific article; zbMATH DE number 2186276 (Why is no real title available?)
• Simulation of a financial market: the possibility of catastrophic disequilibrium

This page was built for publication: Asset market equilibrium: A simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q834302)