Simulating Security Markets in Dynamic and Equilibrium Modes

An asynchronous discrete-time model run in "dynamic mode" can model the effects on market prices of changes in strategies, leverage, and regulations, or the effects of different return estimation procedures and different trading rules. Run in "equilibrium mode," it can be used to arrive at equilibrium expected returns

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Year of publication:	2014
Authors:	Jacobs, Ph.D., Bruce I.
Other Persons:	Levy, Kenneth N. (contributor) ; Markowitz, Harry (contributor)
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Simulation \| Börsenkurs \| Share price
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Financial Analysts Journal, Vol. 66, No. 5, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 13, 2010 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013069162