https://github.com/mchatcher/short-selling-ban-many-types-algo

Asset pricing with short-selling constraints and many beliefs: Three algorithms
https://github.com/mchatcher/short-selling-ban-many-types-algo

algorithm asset-prices matlab short-selling-constraints

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Asset pricing with short-selling constraints and many beliefs: Three algorithms

• Host: GitHub
• URL: https://github.com/mchatcher/short-selling-ban-many-types-algo
• Owner: MCHatcher
• Created: 2025-04-21T12:20:01.000Z (6 months ago)
• Default Branch: main
• Last Pushed: 2025-04-21T14:19:00.000Z (6 months ago)
• Last Synced: 2025-06-14T03:42:49.920Z (4 months ago)
• Topics: algorithm, asset-prices, matlab, short-selling-constraints
• Language: MATLAB
• Homepage:
• Size: 19.5 KB
• Stars: 2
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# Short-selling-ban-many-types-algo

This repository contains codes for the paper 'Asset pricing with short-selling constraints and many belief types: Three fast solution algorithms'