A capital asset pricing model under stable Paretian distributions in a pure exchange economy
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Publication:705053
DOI10.1007/S10255-004-0205-8zbMATH Open1138.91484OpenAlexW1964685399MaRDI QIDQ705053FDOQ705053
Authors: Zhuo Huang, Xiaohua Wang, Zhixiong Wen 
Publication date: 25 January 2005
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-004-0205-8
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Cites Work
- Stable Paretian models in finance
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- An Intertemporal Capital Asset Pricing Model
- Mutual fund separation in financial theory - the separating distributions
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- A characterization of the distributions that imply mean-variance utility functions
- Some Structure Theorems for the Symmetric Stable Laws
- Equilibrium mechanisms in a decentralized market
- Stable Paretian Random Functions and the Multiplicative Variation of Income
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