Capital market equilibrium with heterogeneous investors

DOI10.1080/14697680902795226zbMath1188.91205OpenAlexW3123220951MaRDI QIDQ3182750

Haim Shalit, Shlomo Yitzhaki

Publication date: 16 October 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680902795226

zbMATH Keywords

stochastic dominancemarket efficiencyCAPMmarket portfolioapplied mathematical finance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Special types of economic equilibria (91B52) Portfolio theory (91G10) Heterogeneous agent models (91B69)

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Cites Work

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