Existence of equilibrium in CAPM (Q751977): 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: The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets / 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: Concavifiability and constructions of concave utility functions / rank | |||
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| Property / cites work: Asset Market Equilibrium with Short-Selling / rank | |||
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| Property / cites work: Equilibrium in CAPM without a Riskless Asset / rank | |||
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Latest revision as of 13:08, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of equilibrium in CAPM |
scientific article |
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Existence of equilibrium in CAPM (English)
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1990
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mean-variance capital asset pricing
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non-monotonicity of preferences
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