Conditions for a CAPM equilibrium with positive prices (Q2469851): 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: Necessary conditions for the CAPM / rank | |||
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| Property / cites work: Market demand functions 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: A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility / rank | |||
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| Property / cites work: Existence of equilibrium in CAPM / rank | |||
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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 |
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Conditions for a CAPM equilibrium with positive prices (English)
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11 February 2008
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capital asset pricing model
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positive prices
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equity premium
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segmented market
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