Economics, Econometrics and Finance
8 years ago

New model predicts asset prices, shaping future financial market equilibrium.

SSRN Electronic Journal
A Short-Horizon Model of Asset Pricing: Equilibrium Analysis
George Vachadze

Paper Summary

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The article analyzes how assets are priced in a short-term financial market. It looks at a two-period model with different types of investors and securities. The goal is for investors to maximize their wealth for the next period. By making certain assumptions, the study shows that a competitive financial market equilibrium exists.