Equilibria in the capital market with non-homogeneous investors
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Publication:678002
DOI10.1007/BF03167254zbMATH Open0867.90011OpenAlexW2005011749MaRDI QIDQ678002FDOQ678002
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
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Cites Work
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- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
- Equilibrium in CAPM without a Riskless Asset
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
- Title not available (Why is that?)
- Asset Market Equilibrium with Short-Selling
- Arbitrage and the Existence of Competitive Equilibrium
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- Existence of equilibrium in CAPM
- Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Cited In (5)
- 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
- Investment effects of pricing schemes for non-convex markets
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk
- Necessary and sufficient condition for the existence of a nonnegative equilibrium price vector in the capital market with short-selling
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