Market Demand Functions in the Capital Asset Pricing Model
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 79 (1998)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/inca/622869
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- Hugo Sonnenschein, 1973. "The Utility Hypothesis and Market Demand Theory," Discussion Papers 51, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Andreu, Jordi, 1982. "Rationalization of market demand on finite domains," Journal of Economic Theory, Elsevier, vol. 28(1), pages 201-204, October.
- Cass, David & Stiglitz, Joseph E., 1970. "The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds," Journal of Economic Theory, Elsevier, vol. 2(2), pages 122-160, June.
- Mas-Colell, Andreu, 1978. "On Revealed Preference Analysis," Review of Economic Studies, Wiley Blackwell, vol. 45(1), pages 121-31, February.
- Ross, Stephen A., 1978. "Mutual fund separation in financial theory--The separating distributions," Journal of Economic Theory, Elsevier, vol. 17(2), pages 254-286, April.
- McFadden, Daniel & Mas-Colell, Andreu & Mantel, Rolf & Richter, Marcel K., 1974. "A characterization of community excess demand functions," Journal of Economic Theory, Elsevier, vol. 9(4), pages 361-374, December.
- Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.
- Nielsen, Lars Tyge, 1990. "Existence of equilibrium in CAPM," Journal of Economic Theory, Elsevier, vol. 52(1), pages 223-231, October.
- Allingham, Michael, 1991. "Existence Theorems in the Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 59(4), pages 1169-74, July.
- Chiappori, Pierre-Andre & Rochet, Jean-Charles, 1987. "Revealed Preferences and Differentiable Demand: Notes and Comments," Econometrica, Econometric Society, vol. 55(3), pages 687-91, May.
- Geanakoplos, John, 1984. "Utility functions for Debreu's `excess demands'," Journal of Mathematical Economics, Elsevier, vol. 13(1), pages 1-9, April.
- Dothan, Michael U., 1990. "Prices in Financial Markets," OUP Catalogue, Oxford University Press, number 9780195053128, September.
- Kruschwitz, Lutz & Löffler, Andreas, 2009. "Do taxes matter in the CAPM?," arqus Discussion Papers in Quantitative Tax Research 73, arqus - Arbeitskreis Quantitative Steuerlehre.
- Levy, Moshe, 2007. "Conditions for a CAPM equilibrium with positive prices," Journal of Economic Theory, Elsevier, vol. 137(1), pages 404-415, November.
- repec:wyi:wpaper:001969 is not listed on IDEAS
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