Two remarks on the uniqueness of equilibria in the CAPM
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Publication:1850147
DOI10.1016/S0304-4068(02)00012-5zbMATH Open1027.91044MaRDI QIDQ1850147FDOQ1850147
Authors: Thorsten Hens, Jörg Laitenberger, Löffler, Andras 
Publication date: 2 December 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
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Cites Work
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- Microeconomic theory
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- Existence Theorems in the Capital Asset Pricing Model
- Parametric characterizations of risk aversion and prudence
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- Existence of equilibrium in CAPM
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- Market demand functions in the capital asset pricing model
Cited In (15)
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- Equilibria in the CAPM with non-tradeable endowments
- Capital market equilibrium without riskless assets: heterogeneous expectations
- A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences
- Conditions for a CAPM equilibrium with positive prices
- Recent advances on uniqueness of competitive equilibrium
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- A class of models satisfying a dynamical version of the CAPM
- Approximate CAPM when preferences are CRRA
- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Existence of equilibrium in CAPM
- Multiple equilibria in a simple asset pricing model
- What kind of new asset will push up the CML?
- The two-fund separation theorem revisited
- Equilibrium in CAPM without a Riskless Asset
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