EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
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Publication:4650604
DOI10.1142/S0217595904000308zbMath1056.91020MaRDI QIDQ4650604
Publication date: 18 February 2005
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
utility functions; asset market; optimal portfolios; elliptic distribution; economic implication; Equilibrium prices
91B24: Microeconomic theory (price theory and economic markets)
Cites Work
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