A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints (Q4595326)
From MaRDI portal
scientific article; zbMATH DE number 6813794
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
30 November 2017
0 references
equilibrium pricing
0 references
aggregate utility function
0 references
convex optimization
0 references
tâtonnement
0 references
