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-XzbMATH Open1006.90050OpenAlexW2091767803MaRDI QIDQ1847634FDOQ1847634
Authors: Zhiping Chen, Caie Zhao, 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
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Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Equilibrium in CAPM without a Riskless Asset
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
- Asset Market Equilibrium with Short-Selling
- Existence and Uniqueness of Equilibria When Preferences are Additively Separable
Cited In (3)
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