Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling

DOI10.1007/S11766-002-0014-XzbMath1006.90050OpenAlexW2091767803MaRDI QIDQ1847634

Caie Zhao, Zhiping Chen, Yang Wang

Publication date: 16 December 2002

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-002-0014-x

zbMATH Keywords

equilibrium analysiscapital market

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Marketing, advertising (90B60)

Cites Work

• Equilibrium relations in a capital asset market: A mean absolute deviation approach
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Equilibrium in CAPM without a Riskless Asset
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable
• Asset Market Equilibrium with Short-Selling

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