https://github.com/mchatcher/short-selling-constraints-many-agents
This repository provides code and files for the paper "Solving heterogeneous-belief asset pricing models with short selling constraints and many agents" (Hatcher, 2024, Macroeconomic Dynamics).
https://github.com/mchatcher/short-selling-constraints-many-agents
agent-based-simulation evolutionary-learning heterogeneous-beliefs matlab short-selling-constraints
Last synced: about 1 month ago
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This repository provides code and files for the paper "Solving heterogeneous-belief asset pricing models with short selling constraints and many agents" (Hatcher, 2024, Macroeconomic Dynamics).
- Host: GitHub
- URL: https://github.com/mchatcher/short-selling-constraints-many-agents
- Owner: MCHatcher
- Created: 2022-05-09T10:37:50.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2024-02-27T09:11:37.000Z (over 1 year ago)
- Last Synced: 2025-01-14T13:14:55.943Z (9 months ago)
- Topics: agent-based-simulation, evolutionary-learning, heterogeneous-beliefs, matlab, short-selling-constraints
- Language: MATLAB
- Homepage:
- Size: 7.24 MB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Short-selling-constraints-many-agents
This repository provides code and files for the paper "Solving heterogeneous-belief asset pricing models with short selling constraints and many agents" (Hatcher, 2024, Macroeconomic Dynamics); see https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4163831 and doi:10.1017/S1365100523000639.