EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604)
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scientific article; zbMATH DE number 2134936
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| English | EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION |
scientific article; zbMATH DE number 2134936 |
Statements
EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (English)
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18 February 2005
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Equilibrium prices
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asset market
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utility functions
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elliptic distribution
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optimal portfolios
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economic implication
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0.8967555
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0.8872943
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0.8731376
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0.8675512
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0.86368334
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0.8586182
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0.85694784
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