The importance of the number of different agents in a heterogeneous asset-pricing model (Q1589552)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The importance of the number of different agents in a heterogeneous asset-pricing model |
scientific article; zbMATH DE number 1542336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The importance of the number of different agents in a heterogeneous asset-pricing model |
scientific article; zbMATH DE number 1542336 |
Statements
The importance of the number of different agents in a heterogeneous asset-pricing model (English)
0 references
12 December 2000
0 references
heterogeneous agents
0 references
incomplete markets
0 references
asset-pricing model
0 references
