Coupled projects, core imputations, and the CAPM (Q443759): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Q581830 / rank
Normal rank
 
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.jmateco.2012.03.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1998121988 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perspectives of Risk Sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals of set-valued functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in a Reinsurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: An intertemporal asset pricing model with stochastic consumption and investment opportunities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto efficiency for the concave order and multivariate comonotonicity / 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: Asset Pricing in Multiperiod Securities Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4389634 / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMONOTONIC MEASURES OF MULTIVARIATE RISKS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharing nonconvex costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exchanges and measures of risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Sharing of Risk and Resources / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3517310 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Private information, transferable utility, and the core / rank
 
Normal rank
Property / cites work
 
Property / cites work: The not-quite non-atomic game: non-emptiness of the core in large production games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real effects of money in general equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon CAPM equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3576736 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the core of linear production games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3376534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5338702 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:52, 5 July 2024

scientific article
Language Label Description Also known as
English
Coupled projects, core imputations, and the CAPM
scientific article

    Statements

    Coupled projects, core imputations, and the CAPM (English)
    0 references
    0 references
    13 August 2012
    0 references
    0 references
    transferable utility
    0 references
    core solution
    0 references
    shadow price
    0 references
    variance aversion
    0 references
    capital asset pricing
    0 references
    two-fund separation
    0 references
    0 references