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Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
Tong, Jun, Hu, Jiaqiao, Hu, JianqiangVolume:
256
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2016.07.010
Date:
January, 2017
File:
PDF, 733 KB
english, 2017