Equilibria in the capital market with non-homogeneous investors

DOI10.1007/BF03167254zbMath0867.90011OpenAlexW2005011749MaRDI QIDQ678002

Hiroshi Konno, Ken-ichi Suzuki

Publication date: 16 April 1997

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03167254

zbMATH Keywords

nonnegative matrixnon-homogeneous capital marketnonnegative equilibrium price vector

Mathematics Subject Classification ID

Related Items (1)

EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION

Cites Work

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• Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
• Equilibrium in CAPM without a Riskless Asset
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
• Arbitrage and the Existence of Competitive Equilibrium
• Asset Market Equilibrium with Short-Selling

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