Estimation of asset demands by heterogeneous agents

DOI10.1016/j.ejor.2003.08.050zbMath1134.91478OpenAlexW1996533278MaRDI QIDQ1887928

Stavros A. Zenios, Rita L. D'Ecclesia

Publication date: 22 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.08.050

zbMATH Keywords

Heterogeneous agentsRisk aversionAsset demand estimationBi-level optimization

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Estimation and detection in stochastic control theory (93E10)

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