Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing

DOI10.1111/1467-937X.00047zbMath0908.90034MaRDI QIDQ3839965

Chongmin Kim

Publication date: 10 August 1998

Published in: Review of Economic Studies (Search for Journal in Brave)

zbMATH Keywords

existence of equilibriumfactor subspacecompetitive equilibrium asset pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (3)

Adversarial risk analysis under partial information ⋮ Market behavior when preferences are generated by second-order stochastic dominance ⋮ The geometry of arbitrage and the existence of competitive equilibrium.

This page was built for publication: Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing