Asset market equilibrium: A simulation

DOI10.1016/J.MATCOM.2008.11.009zbMATH Open1168.91435OpenAlexW2008134244MaRDI QIDQ834302FDOQ834302

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

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zbMATH Keywords

simulationbubblerelative risk aversionasset pricegiffen good

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Cites Work

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

Cited In (5)

• Asset market equilibrium: A simulation
• Title not available (Why is that?)
• Simulation of a financial market: the possibility of catastrophic disequilibrium
• Atlas models of equity markets
• A note on effects of rational bubble on portfolios

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