The following pages link to Existence of equilibrium in CAPM (Q751977):
Displaying 19 items.
- Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
- The two-fund separation theorem revisited (Q666442) (← links)
- Equilibria in the capital market with non-homogeneous investors (Q678002) (← links)
- Margins on short sales and equilibrium price indeterminacy (Q684171) (← links)
- Competitive equilibria without free disposal or nonsatiation (Q1207005) (← links)
- Market demand functions in the capital asset pricing model (Q1270058) (← links)
- Pareto optima in incomplete financial markets (Q1317319) (← links)
- Necessary conditions for the CAPM (Q1357429) (← links)
- Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
- Equilibria in the CAPM with non-tradeable endowments (Q1745657) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Two remarks on the uniqueness of equilibria in the CAPM (Q1850147) (← links)
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset (Q1961270) (← links)
- Conditions for a CAPM equilibrium with positive prices (Q2469851) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235) (← links)
- Capital market equilibrium with heterogeneous investors (Q3182750) (← links)
- A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints (Q4595326) (← links)
- Perspectives of Risk Sharing (Q4791988) (← links)
