Estimation of asset demands by heterogeneous agents
type: Item
instance of: scholarly article
title: Estimation of asset demands by heterogeneous agents
zbMATH Open document ID: 1134.91478
author: Rita L. D'Ecclesia
author: Stavros A. Zenios
published in: European Journal of Operational Research
publication date: 2004-11-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91A65
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 2117530
zbMATH Keywords: Risk aversion
zbMATH Keywords: Bi-level optimization
zbMATH Keywords: Heterogeneous agents
zbMATH Keywords: Asset demand estimation
MaRDI profile type: Publication
full work available at URL: j.ejor.2003.08.050
OpenAlex ID: W1996533278
cites work: Convex two-level optimization
cites work: Q4718793
cites work: Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
cites work: An algorithm for maximum entropy image reconstruction from noisy data
DOI: 10.1016/J.EJOR.2003.08.050
description: scientific article; zbMATH DE number 2117530