Conditions for a CAPM equilibrium with positive prices
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Publication:2469851
DOI10.1016/j.jet.2007.01.004zbMath1132.91543MaRDI QIDQ2469851
Publication date: 11 February 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2007.01.004
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Cites Work
- Existence of equilibrium in CAPM
- A characterization of the distributions that imply mean-variance utility functions
- Market demand functions in the capital asset pricing model
- Necessary conditions for the CAPM
- Existence Theorems in the Capital Asset Pricing Model
- A \(\mu\)-\(\sigma\)-risk aversion paradox and wealth dependent utility