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).
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Feb 27, 2024 - MATLAB
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short-selling-constraints
Here are 3 public repositories matching this topic...
Asset pricing with short-selling constraints and many beliefs: Three algorithms
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Apr 21, 2025 - MATLAB
This repository provides code and files for the paper "Heterogeneous beliefs and short selling taxes: A note"
matlab agent-based-modeling asset-pricing short-selling heterogeneous-beliefs short-selling-constraints evolutionary-competition
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Mar 25, 2024 - MATLAB
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