Coupled projects, core imputations, and the CAPM

DOI10.1016/J.JMATECO.2012.03.002MaRDI QIDQ443759zbMATH OpenOpenAlexFDO

Authors Sjur Didrik Flåm

Publication date 13 August 2012

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2012.03.002

zbMATH Keywords

transferable utilitycore solutiontwo-fund separationshadow pricecapital asset pricingvariance aversion

Mathematics Subject Classification ID

Portfolio theory (91G10) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• scientific article; zbMATH DE number 1154010 (Why is no real title available?)
• scientific article; zbMATH DE number 3211481 (Why is no real title available?)
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• Pricing related projects
• Private information, transferable utility, and the core
• Real effects of money in general equilibrium
• Set-valued analysis
• Sharing nonconvex costs
• Stochastic finance. An introduction in discrete time
• The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
• The not-quite non-atomic game: non-emptiness of the core in large production games

Cited in

(3)

• Project capital allocation combination equilibrium decision model based on behavioral option game
• Pricing related projects
• Bilateral exchange and competitive equilibrium

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