The two-fund separation theorem revisited
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Publication:666442
DOI10.1007/S10436-009-0144-8zbMath1233.91122OpenAlexW2018253985MaRDI QIDQ666442
Publication date: 8 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-009-0144-8
Related Items (2)
Equilibria in the CAPM with non-tradeable endowments ⋮ Mean-variance analysis and the modified market portfolio
Cites Work
- Capital market equilibrium without riskless assets: heterogeneous expectations
- Existence of equilibrium in CAPM
- Learning to predict rationally when beliefs are heterogeneous
- Two remarks on the uniqueness of equilibria in the CAPM
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
- Parametric characterizations of risk aversion and prudence
- Conditions for a CAPM equilibrium with positive prices
- Equilibrium in CAPM without a Riskless Asset
- Existence and Uniqueness of Equilibria When Preferences are Additively Separable
- Existence Theorems in the Capital Asset Pricing Model
- Endogenous Random Asset Prices in Overlapping Generations Economies
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
- Convex Analysis
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