Pages that link to "Item:Q3126235"
From MaRDI portal
The following pages link to EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235):
Displayed 9 items.
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling (Q1847634) (← links)
- FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497) (← links)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)