A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Dong Chul Won
| Year of publication: |
2019
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|---|---|
| Authors: | Won, Dongchul |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 367-396
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| Subject: | Algorithmic failure | Heterogeneous agents | Incomplete asset markets | Long-lived assets | Quasi-solution | Stochastic finance model | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | CAPM | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Gleichgewichtstheorie | Equilibrium theory | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9750-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134686