Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset

DOI10.1016/S0304-4068(98)00050-0zbMath0937.91073OpenAlexW2032710946MaRDI QIDQ1961270

Rose-Anne Dana

Publication date: 30 March 2000

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

Full work available at URL: https://doi.org/10.1016/s0304-4068(98)00050-0

zbMATH Keywords

equilibriumrisk aversioneconomy

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (8)

Perspectives of Risk Sharing ⋮ Partial derivatives, comparative risk behavior and concavity of utility functions. ⋮ EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS ⋮ The two-fund separation theorem revisited ⋮ Equilibria in the CAPM with non-tradeable endowments ⋮ Margins on short sales and equilibrium price indeterminacy ⋮ Market demand functions in the capital asset pricing model ⋮ Two remarks on the uniqueness of equilibria in the CAPM

Cites Work

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• Existence of equilibrium in CAPM
• Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
• Indeterminacy in incomplete market economies
• Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
• Equilibrium in CAPM without a Riskless Asset
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable
• Comparative Statics and Perfect Foresight in Infinite Horizon Economies
• Arbitrage and the Existence of Competitive Equilibrium
• Existence Theorems in the Capital Asset Pricing Model

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