EXISTENCE THEOREMS IN THE CAPITAL-ASSET PRICING MODEL

被引：29

作者：

ALLINGHAM, M

机构：

来源：

ECONOMETRICA | 1991年 / 59卷 / 04期

关键词：

D O I：

10.2307/2938180

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：1169 / 1174

页数：6

相关论文

共 12 条

[1] CHIPMAN JS, 1973, REV ECON STUD, V40, P167, DOI 10.2307/2296646
[2] STOCHASTIC EQUILIBRIA WITH INCOMPLETE FINANCIAL-MARKETS
DUFFIE, D
[J]. JOURNAL OF ECONOMIC THEORY, 1987, 41 (02) : 405 - 416
[3] Grandmont J. M., 1982, HDB MATH EC, VII
[4] HAHN FH, 1982, HDB MATH EC, V2
[5] OVERLAPPING EXPECTATIONS AND HARTS CONDITIONS FOR EQUILIBRIUM IN A SECURITIES MODEL
HAMMOND, PJ
[J]. JOURNAL OF ECONOMIC THEORY, 1983, 31 (01) : 170 - 175
[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL
HART, OD
[J]. JOURNAL OF ECONOMIC THEORY, 1974, 9 (03) : 293 - 311
[7] CAPITAL MARKETS - THEORY AND EVIDENCE
JENSEN, MC
[J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 357 - 398
[8] UNIQUENESS OF EQUILIBRIUM IN THE CLASSICAL CAPITAL-ASSET PRICING MODEL
NIELSEN, LT
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1988, 23 (03) : 329 - 336
[9] EQUILIBRIUM IN CAPM WITHOUT A RISKLESS ASSET
NIELSEN, LT
[J]. REVIEW OF ECONOMIC STUDIES, 1990, 57 (02) : 315 - 324
[10] EXISTENCE OF EQUILIBRIUM IN CAPM
NIELSEN, LT
[J]. JOURNAL OF ECONOMIC THEORY, 1990, 52 (01) : 223 - 231