A capital asset pricing model under stable Paretian distributions in a pure exchange economy
From MaRDI portal
Publication:705053
DOI10.1007/s10255-004-0205-8zbMath1138.91484MaRDI QIDQ705053
Zhi Xiong Wen, Xiao-Hua Wang, Zhuo Huang
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
91B54: Special types of economic markets (including Cournot, Bertrand)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A characterization of the distributions that imply mean-variance utility functions
- Mutual fund separation in financial theory - the separating distributions
- Equilibrium mechanisms in a decentralized market
- Stable Paretian Random Functions and the Multiplicative Variation of Income
- An Intertemporal Capital Asset Pricing Model
- Some Structure Theorems for the Symmetric Stable Laws