Solving heterogeneous-belief asset pricing models with short-selling constraints and many agents
Year of publication: |
2024
|
---|---|
Authors: | Hatcher, Michael |
Subject: | Asset pricing | computational algorithm | evolutionary competition | heterogeneous beliefs | short-selling constraints | CAPM | Kapitalmarkttheorie | Financial economics | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
-
Longstaff, Francis A., (2018)
-
A concave security market line
De Giorgi, Enrico, (2019)
-
A Concave Security Market Line
De Giorgi, Enrico, (2018)
- More ...
-
Chameleon models in economics: A note
Hatcher, Michael, (2023)
-
Parental altruism, missing credit markets and growth
Hatcher, Michael, (2018)
-
Speed Limit Policies versus Inflation Targeting: A Free Lunch?
Hatcher, Michael, (2008)
- More ...