Necessary conditions for the CAPM (Q1357429): Difference between revisions
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Property / cites work: Existence Theorems in the Capital Asset Pricing Model / rank | |||
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Property / cites work: A characterization of the distributions that imply mean-variance utility functions / rank | |||
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Property / cites work: Q3811988 / rank | |||
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Property / cites work: Existence of equilibrium in CAPM / rank | |||
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Property / cites work: Mutual fund separation in financial theory - the separating distributions / rank | |||
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Latest revision as of 13:34, 27 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Necessary conditions for the CAPM |
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Necessary conditions for the CAPM (English)
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10 June 1997
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capital asset pricing model
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mean-variance maximization
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expected utility maximization
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