Coupled projects, core imputations, and the CAPM

DOI10.1016/j.jmateco.2012.03.002zbMath1244.91040OpenAlexW1998121988MaRDI QIDQ443759

Sjur Didrik Flåm

Publication date: 13 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.03.002

zbMATH Keywords

two-fund separationshadow pricetransferable utilitycore solutioncapital asset pricingvariance aversion

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

Related Items (1)

Bilateral exchange and competitive equilibrium

Cites Work

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