EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235): Difference between revisions

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Latest revision as of 11:58, 27 May 2024

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EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
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    EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (English)
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    23 March 1997
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    capital asset pricing model
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    stability analysis
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    necessary and sufficient condition
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    existence of a nonnegative equilibrium price vector
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    mean-variance capital market
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