EXISTENCE THEOREMS IN THE CAPITAL-ASSET PRICING MODEL

被引：29

作者：

ALLINGHAM, M

机构：

来源：

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

页码：1169 / 1174

页数：6

共 12 条

[1]

CHIPMAN JS, 1973, REV ECON STUD, V40, P167, DOI 10.2307/2296646

[2] STOCHASTIC EQUILIBRIA WITH INCOMPLETE FINANCIAL-MARKETS [J].

DUFFIE, D .

[3]

Grandmont J. M., 1982, HDB MATH EC, VII

[4]

HAHN FH, 1982, HDB MATH EC, V2

HAMMOND, PJ .

[6] EXISTENCE OF EQUILIBRIUM IN A SECURITIES MODEL [J].

HART, OD .

[7] CAPITAL MARKETS - THEORY AND EVIDENCE [J].

JENSEN, MC .

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398

NIELSEN, LT .

[9] EQUILIBRIUM IN CAPM WITHOUT A RISKLESS ASSET [J].

NIELSEN, LT .

[10] EXISTENCE OF EQUILIBRIUM IN CAPM [J].

NIELSEN, LT .