Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Year of publication: |
March 2024
|
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Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
Subject: | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling | Allgemeines Gleichgewicht | General equilibrium | Risiko | Risk | Unvollkommener Markt | Incomplete market | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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