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Market Demand Functions in the Capital Asset Pricing Model

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  • Bottazzi, Jean-Marc
  • Hens, Thorsten
  • Loffler, Andreas

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  • Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April.
    • Handle: RePEc:eee:jetheo:v:79:y:1998:i:2:p:192-206
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    References listed on IDEAS

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    1. Hugo Sonnenschein, 1973. "The Utility Hypothesis and Market Demand Theory," Discussion Papers 51, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    2. Hugh Rose, 1958. "Consistency of Preference: The Two-Commodity Case," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 124-125.
    3. 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.
    4. 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.
    5. Andreu, Jordi, 1982. "Rationalization of market demand on finite domains," Journal of Economic Theory, Elsevier, vol. 28(1), pages 201-204, October.
    6. Stephen A. Ross, 2005. "Mutual Fund Separation in Financial Theory—The Separating Distributions," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 10, pages 309-356, World Scientific Publishing Co. Pte. Ltd..
    7. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    8. Allingham, Michael, 1991. "Existence Theorems in the Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 59(4), pages 1169-1174, July.
    9. Dothan, Michael U., 1990. "Prices in Financial Markets," OUP Catalogue, Oxford University Press, number 9780195053128, Decembrie.
    10. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March.
    11. Nielsen, Lars Tyge, 1988. "Uniqueness of Equilibrium in the Classical Capital Asset Pricing Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(3), pages 329-336, September.
    12. Andreu Mas-Colell, 1978. "On Revealed Preference Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 45(1), pages 121-131.
    13. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    14. 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.
    15. Polterovich, Victor & Mityushin, Leonid, 1978. "Criteria for Monotonicity of Demand Functions," MPRA Paper 20097, University Library of Munich, Germany.
    16. Geanakoplos, John, 1984. "Utility functions for Debreu's `excess demands'," Journal of Mathematical Economics, Elsevier, vol. 13(1), pages 1-9, April.
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    Cited by:

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    3. Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

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