Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling
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Publication:1847634
DOI10.1007/s11766-002-0014-xzbMath1006.90050MaRDI QIDQ1847634
Yang Wang, Zhiping Chen, Caie Zhao
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
91B52: Special types of economic equilibria
91B16: Utility theory
91B24: Microeconomic theory (price theory and economic markets)
90B60: Marketing, advertising
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