Conditions for a CAPM equilibrium with positive prices (Q2469851): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jet.2007.01.004 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1982264330 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence Theorems in the Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary conditions for the CAPM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market demand functions in the capital asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of the distributions that imply mean-variance utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of equilibrium in CAPM / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:38, 27 June 2024

scientific article
Language Label Description Also known as
English
Conditions for a CAPM equilibrium with positive prices
scientific article

    Statements

    Conditions for a CAPM equilibrium with positive prices (English)
    0 references
    0 references
    11 February 2008
    0 references
    0 references
    capital asset pricing model
    0 references
    positive prices
    0 references
    equity premium
    0 references
    segmented market
    0 references
    0 references