Market Demand Functions in the Capital Asset Pricing Model
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- Chiappori, Pierre-Andre & Rochet, Jean-Charles, 1987. "Revealed Preferences and Differentiable Demand: Notes and Comments," Econometrica, Econometric Society, vol. 55(3), pages 687-691, May.
- Andreu, Jordi, 1982. "Rationalization of market demand on finite domains," Journal of Economic Theory, Elsevier, vol. 28(1), pages 201-204, October.
- Stephen A. Ross, 2005.
"Mutual Fund Separation in Financial Theory—The Separating Distributions,"
World Scientific Book Chapters,in: Theory Of Valuation, chapter 10, pages 309-356
World Scientific Publishing Co. Pte. Ltd..
- 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.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 1-76, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "Mutual Fund Separation in Financial Theory - The Separating Distributions," Rodney L. White Center for Financial Research Working Papers 01-76, Wharton School Rodney L. White Center for Financial Research.
- Allingham, Michael, 1991. "Existence Theorems in the Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 59(4), pages 1169-1174, July.
- J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," Review of Economic Studies, Oxford University Press, vol. 25(2), pages 65-86.
- James Tobin, 1956. "Liquidity Preference as Behavior Towards Risk," Cowles Foundation Discussion Papers 14, Cowles Foundation for Research in Economics, Yale University.
- Nielsen, Lars Tyge, 1990. "Existence of equilibrium in CAPM," Journal of Economic Theory, Elsevier, vol. 52(1), pages 223-231, October.
- 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.
- Hugo Sonnenschein, 1973. "The Utility Hypothesis and Market Demand Theory," Discussion Papers 51, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- 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.
- Dothan, Michael U., 1990. "Prices in Financial Markets," OUP Catalogue, Oxford University Press, number 9780195053128.
- Andreu Mas-Colell, 1978. "On Revealed Preference Analysis," Review of Economic Studies, Oxford University Press, vol. 45(1), pages 121-131.
- 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.
- Geanakoplos, John, 1984. "Utility functions for Debreu's `excess demands'," Journal of Mathematical Economics, Elsevier, vol. 13(1), pages 1-9, April. Full references (including those not matched with items on IDEAS)
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