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-XMaRDI QIDQ1847634zbMATH OpenOpenAlexFDO

Authors Zhiping Chen, Caie Zhao, Yang Wang, 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

zbMATH Keywords

capital marketequilibrium analysis

Mathematics Subject Classification ID

Marketing, advertising (90B60) Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Special types of economic equilibria (91B52)

Recommendations

• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
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• scientific article; zbMATH DE number 1895630
• EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
• Asset Market Equilibrium with Short-Selling

Cites work

• Asset Market Equilibrium with Short-Selling
• Equilibrium in CAPM without a Riskless Asset
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Equilibrium relations in a capital asset market: A mean absolute deviation approach
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET

Cited in

(4)

• Stability of equilibrium asset pricing models: a necessary and sufficient condition
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
• scientific article; zbMATH DE number 2011597 (Why is no real title available?)
• scientific article; zbMATH DE number 1895630 (Why is no real title available?)

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