A multimarket equilibrium valuation model

DOI10.1080/00207728008967052zbMath0436.90037OpenAlexW1966347933MaRDI QIDQ3877364

Winston T. Lin

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967052

zbMATH Keywords

empirical resultsrisky assetsmean-variance portfolio theorymodel estimationconditions of uncertaintyuncertain inflationmonetary macroeconomic modelmultimarket equilibrium pricing modelnon-parametric Wilcoxon signed-rank testsrandom wagesSLM modelstochastic money growthsupply of money

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60) Statistical methods; economic indices and measures (91B82)

Cites Work

• An optimal control model of employment dynamics
• An Intertemporal Capital Asset Pricing Model
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

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