Two remarks on the uniqueness of equilibria in the CAPM
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Publication:1850147
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- scientific article; zbMATH DE number 3144124 (Why is no real title available?)
- scientific article; zbMATH DE number 3910084 (Why is no real title available?)
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- scientific article; zbMATH DE number 3487161 (Why is no real title available?)
- Existence Theorems in the Capital Asset Pricing Model
- 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
- Microeconomic theory
- Parametric characterizations of risk aversion and prudence
Cited in
(15)- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- Capital market equilibrium without riskless assets: heterogeneous expectations
- What kind of new asset will push up the CML?
- Existence of equilibrium in CAPM
- Approximate CAPM when preferences are CRRA
- A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences
- Conditions for a CAPM equilibrium with positive prices
- The two-fund separation theorem revisited
- Multiple equilibria in a simple asset pricing model
- Recent advances on uniqueness of competitive equilibrium
- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Equilibria in the CAPM with non-tradeable endowments
- A class of models satisfying a dynamical version of the CAPM
- A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
- Equilibrium in CAPM without a Riskless Asset
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