The phrase "asset equilibrium" is correct and usable in written English.
It can be used in contexts related to finance, economics, or resource management, where it refers to a state where assets are balanced or in a stable condition.
Example: "The company achieved asset equilibrium after restructuring its investments and optimizing its resource allocation."
Alternatives: "asset balance" or "resource equilibrium".
Accordingly, the net asset equilibrium of each agent requires that the net change in the balance of borrowing and lending of each agent corresponds to the difference between savings and investment.
Both aforementioned effects, by reducing the safe asset equilibrium rate, will reduce the stimulative effects of central banks that are trapped at their policy rates' lower bounds.
This will reduce the supply of money equivalents/safe assets--a supply that has already been harmed since 2008--and 2008--and 2008--andasset equilibrium interest rate.
They conjecture that the life-cycle portfolio behaviour – which suggests that agents should borrow when young, invest for retirement when middle-aged, and live off their investment once they are retired – plays an important role in determining equilibrium asset prices.
First, revolving around the seminal analysis of Barry and Brown (1985), literature drawing on portfolio choice and equilibrium asset pricing theory suggests that increased disclosure reduces estimation risk arising from investor estimates of key parameters of an asset's payoff distribution ('estimation-risk approach').
In this paper we examine the relationship between risk and return on productive assets using the intertemporal general equilibrium model of Brock (1982, Asset Prices in a Production Economy, the University of Chicago Press, Chicago, pp. 1 42) as a basis for a simulation study.
"The asset is trying to get from equilibrium price A to equilibrium price B .Many of the trend-following models were developed in the late 1970s and early 1980s.
What Tobin suggested was that we think of financial market in terms of a sort of ultra-short-term equilibrium, before changing asset prices have time to have any effect on the real economy.
Resulting cumulative distribution factors (from the equilibrium condition) adjust asset values, and inflows for lending risks.
Finally, the amount of the illiquid asset that is sold in equilibrium is given by θ(p ∗,q ∗).
Given a competitive equilibrium in complete asset markets, we propose a method that aggregates heterogeneous individual beliefs into a single "market probability," which, if commonly shared by investors, generates the same marginal valuation of assets by the market as well as by each individual investor.
