Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
Year of publication: |
1 January 2017
|
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Authors: | Tong, Jun ; Hu, Jiaqiao ; Hu, Jianqiang |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 1 (1.1.), p. 24-34
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Subject: | (B)Finance | Equilibrium price | Margin requirement | Tâtonnement | Theorie | Theory | CAPM | Allgemeines Gleichgewicht | General equilibrium |
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