Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market - Kizaki, Keisuke,Saito, Taiga,Takahashi, Akihiko (Center for Advanced Research in Finance, 2024)
https://EconPapers.repec.org/RePEc:cfi:fseres:cf578
Keywords: Graue Literatur; Portfolio-Management; Agentenbasierte Modellierung; Allgemeines Gleichgewicht; Risiko; Unvollkommener Markt; Kapitalmarkttheorie