Equilibria in the CAPM with non-tradeable endowments
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Publication:1745657
DOI10.1016/J.JMATECO.2017.12.004zbMATH Open1388.91146OpenAlexW3124995573MaRDI QIDQ1745657FDOQ1745657
Authors: Pablo Koch-Medina, Jan Wenzelburger 
Publication date: 18 April 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.12.004
Recommendations
Portfolio theory (91G10) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
Cites Work
- Equilibrium in CAPM without a Riskless Asset
- Generalized convexity and optimization. Theory and applications
- Existence and Uniqueness of Equilibria When Preferences are Additively Separable
- Conditions for a CAPM equilibrium with positive prices
- Existence Theorems in the Capital Asset Pricing Model
- Capital market equilibrium without riskless assets: heterogeneous expectations
- Some Results in the CAPM with Nontraded Endowments
- Existence of equilibrium in CAPM
- Two remarks on the uniqueness of equilibria in the CAPM
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- The two-fund separation theorem revisited
Cited In (3)
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