Existence of equilibrium in CAPM
From MaRDI portal
Publication:751977
DOI10.1016/0022-0531(90)90076-VzbMath0715.90034MaRDI QIDQ751977
Publication date: 1990
Published in: Journal of Economic Theory (Search for Journal in Brave)
Related Items (19)
Perspectives of Risk Sharing ⋮ Capital market equilibrium with heterogeneous investors ⋮ Necessary conditions for the CAPM ⋮ Portfolio allocation and asset demand with mean-variance preferences ⋮ A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints ⋮ Partial derivatives, comparative risk behavior and concavity of utility functions. ⋮ Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset ⋮ The two-fund separation theorem revisited ⋮ Equilibria in the capital market with non-homogeneous investors ⋮ Equilibria in the CAPM with non-tradeable endowments ⋮ Conditions for a CAPM equilibrium with positive prices ⋮ Margins on short sales and equilibrium price indeterminacy ⋮ Competitive equilibria without free disposal or nonsatiation ⋮ A minimax portfolio selection strategy with equilibrium ⋮ Optimality conditions in portfolio analysis with general deviation measures ⋮ Market demand functions in the capital asset pricing model ⋮ EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET ⋮ Two remarks on the uniqueness of equilibria in the CAPM ⋮ Pareto optima in incomplete financial markets
Cites Work
- A characterization of the distributions that imply mean-variance utility functions
- Concavifiability and constructions of concave utility functions
- Equilibrium in CAPM without a Riskless Asset
- Asset Market Equilibrium with Short-Selling
- Existence Theorems in the Capital Asset Pricing Model
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
This page was built for publication: Existence of equilibrium in CAPM
