"Computing equilibrium prices for a capital asset pricing model with ..."

Jun Tong, Jiaqiao Hu, Jianqiang Hu (2017)

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DOI: 10.1016/J.EJOR.2016.07.010

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jun Tong, Jiaqiao Hu, Jianqiang Hu:
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. Eur. J. Oper. Res. 256(1): 24-34 (2017)

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