Two remarks on the uniqueness of equilibria in the CAPM

DOI10.1016/S0304-4068(02)00012-5zbMath1027.91044MaRDI QIDQ1850147

Thorsten Hens, Jörg Laitenberger, Löffler, Andras

Publication date: 2 December 2002

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

UniquenessCAPMRisk aversion

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (3)

A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints ⋮ The two-fund separation theorem revisited ⋮ Equilibria in the CAPM with non-tradeable endowments

Cites Work

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• Existence of equilibrium in CAPM
• Market demand functions in the capital asset pricing model
• Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
• Parametric characterizations of risk aversion and prudence
• Existence Theorems in the Capital Asset Pricing Model

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