Equilibria in the capital market with non-homogeneous investors

DOI10.1007/BF03167254MaRDI QIDQ678002zbMATH OpenOpenAlexFDO

Authors 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

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Cites work

• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• scientific article; zbMATH DE number 3199918 (Why is no real title available?)
• Arbitrage and the Existence of Competitive Equilibrium
• Asset Market Equilibrium with Short-Selling
• Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
• EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
• Equilibrium in CAPM without a Riskless Asset
• Equilibrium relations in a capital asset market: A mean absolute deviation approach
• Existence of equilibrium in CAPM
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities

Cited in

(6)

• EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
• Diversification and equilibrium in securities markets
• Equilibrium in securities markets with heterogeneous investors and unspanned income risk
• Investment effects of pricing schemes for non-convex markets
• Structured products equilibria in conic two price markets
• Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling

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