EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET |
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EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (English)
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23 March 1997
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capital asset pricing model
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stability analysis
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necessary and sufficient condition
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existence of a nonnegative equilibrium price vector
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mean-variance capital market
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