Nash competitive equilibria and two-period fund separation

DOI10.1016/j.jmateco.2004.01.001zbMath1073.91023MaRDI QIDQ1877824

Thorsten Hens, Bodo Vogt, Stefan Reimann

Publication date: 19 August 2004

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.01.001

zbMATH Keywords

CAPM; Strategic market games; Two-fund separation

Mathematics Subject Classification ID

91A10: Noncooperative games

91B26: Auctions, bargaining, bidding and selling, and other market models

Related Items

The asset market game, Competing in several areas simultaneously: the case of strategic asset markets, Market power, survival and accuracy of predictions in financial markets

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