Publication:3126235

DOI10.1111/j.1467-9965.1995.tb00066.xzbMath0866.90033OpenAlexW2078768037MaRDI QIDQ3126235

Hiroshi Konno, Hiroshi Shirakawa

Publication date: 23 March 1997

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00066.x

zbMATH Keywords

stability analysiscapital asset pricing modelnecessary and sufficient conditionexistence of a nonnegative equilibrium price vectormean-variance capital market

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites Work

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• Equilibrium relations in a capital asset market: A mean absolute deviation approach
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• Arbitrage and the Existence of Competitive Equilibrium
• Asset Market Equilibrium with Short-Selling