Multiple equilibria in a simple asset pricing model
type: Item
instance of: scholarly article
title: Multiple equilibria in a simple asset pricing model
zbMATH Open document ID: 1255.91135
author: Todd B. Walker
author: Charles H. Whiteman
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6131300
zbMATH Keywords: exponential utility
zbMATH Keywords: multiple equilibria
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.03.007
OpenAlex ID: W2084571147
cites work: Optimal Properties of Exponentially Weighted Forecasts
cites work: Q3795435
cites work: How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
DOI: 10.1016/J.ECONLET.2007.03.007
description: scientific article; zbMATH DE number 6131300