Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints

DOI10.1016/j.ejor.2016.07.010zbMath1395.91534OpenAlexW2463241723MaRDI QIDQ1752159

Jun Tong, Jiaqiao Hu, Jianqiang Hu

Publication date: 24 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.07.010

zbMATH Keywords

financeequilibrium pricetâtonnementmargin requirement

Mathematics Subject Classification ID

Related Items (1)

Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model

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