Narrow search
Showing 1 - 2 of 2
Cover Image
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
Tong, Jun; Hu, Jiaqiao; Hu, Jianqiang - In: European journal of operational research : EJOR 256 (2017) 1, pp. 24-34
Persistent link: https://www.econbiz.de/10011611123
Cover Image
Margins on short sales and equilibrium price indeterminacy
Ma, Chenghu; Hu, Jianqiang; Xu, Yifan - In: Journal of mathematical economics 74 (2018), pp. 79-92
Persistent link: https://www.econbiz.de/10012103973