Matches in SemOpenAlex for { <https://semopenalex.org/work/W2002773682> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2002773682 endingPage "405" @default.
- W2002773682 startingPage "393" @default.
- W2002773682 abstract "For the asset market with finite numbers of investors whose utility functions are general concave functions, we derive a necessary and sufficient condition for the existence and uniqueness of the nonnegative equilibrium price vector that clears the asset market, through considering the expected utility maximization problem under the assumption that the joint distribution of risky assets' returns is an elliptical distribution. An explicit formula for the equilibrium price is given. We also discuss the economic implication of the given condition and demonstrate that our necessary and sufficient condition can be regarded as a necessary condition to maintain the stability of the asset market. These results extend some results about the equilibrium analysis of the asset market." @default.
- W2002773682 created "2016-06-24" @default.
- W2002773682 creator A5033194571 @default.
- W2002773682 date "2004-09-01" @default.
- W2002773682 modified "2023-09-24" @default.
- W2002773682 title "EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION" @default.
- W2002773682 cites W1562094583 @default.
- W2002773682 cites W1971432209 @default.
- W2002773682 cites W2001633842 @default.
- W2002773682 cites W2005011749 @default.
- W2002773682 cites W2008519160 @default.
- W2002773682 cites W2014166814 @default.
- W2002773682 cites W2078768037 @default.
- W2002773682 cites W3122361592 @default.
- W2002773682 cites W3216651525 @default.
- W2002773682 doi "https://doi.org/10.1142/s0217595904000308" @default.
- W2002773682 hasPublicationYear "2004" @default.
- W2002773682 type Work @default.
- W2002773682 sameAs 2002773682 @default.
- W2002773682 citedByCount "0" @default.
- W2002773682 crossrefType "journal-article" @default.
- W2002773682 hasAuthorship W2002773682A5033194571 @default.
- W2002773682 hasConcept C110121322 @default.
- W2002773682 hasConcept C134306372 @default.
- W2002773682 hasConcept C144237770 @default.
- W2002773682 hasConcept C149782125 @default.
- W2002773682 hasConcept C162324750 @default.
- W2002773682 hasConcept C175444787 @default.
- W2002773682 hasConcept C2776330181 @default.
- W2002773682 hasConcept C2777021972 @default.
- W2002773682 hasConcept C2779044140 @default.
- W2002773682 hasConcept C2985793214 @default.
- W2002773682 hasConcept C33923547 @default.
- W2002773682 hasConcept C38652104 @default.
- W2002773682 hasConcept C41008148 @default.
- W2002773682 hasConcept C48875124 @default.
- W2002773682 hasConcept C58468513 @default.
- W2002773682 hasConcept C76178495 @default.
- W2002773682 hasConceptScore W2002773682C110121322 @default.
- W2002773682 hasConceptScore W2002773682C134306372 @default.
- W2002773682 hasConceptScore W2002773682C144237770 @default.
- W2002773682 hasConceptScore W2002773682C149782125 @default.
- W2002773682 hasConceptScore W2002773682C162324750 @default.
- W2002773682 hasConceptScore W2002773682C175444787 @default.
- W2002773682 hasConceptScore W2002773682C2776330181 @default.
- W2002773682 hasConceptScore W2002773682C2777021972 @default.
- W2002773682 hasConceptScore W2002773682C2779044140 @default.
- W2002773682 hasConceptScore W2002773682C2985793214 @default.
- W2002773682 hasConceptScore W2002773682C33923547 @default.
- W2002773682 hasConceptScore W2002773682C38652104 @default.
- W2002773682 hasConceptScore W2002773682C41008148 @default.
- W2002773682 hasConceptScore W2002773682C48875124 @default.
- W2002773682 hasConceptScore W2002773682C58468513 @default.
- W2002773682 hasConceptScore W2002773682C76178495 @default.
- W2002773682 hasIssue "03" @default.
- W2002773682 hasLocation W20027736821 @default.
- W2002773682 hasOpenAccess W2002773682 @default.
- W2002773682 hasPrimaryLocation W20027736821 @default.
- W2002773682 hasRelatedWork W1511983109 @default.
- W2002773682 hasRelatedWork W2002773682 @default.
- W2002773682 hasRelatedWork W2082310685 @default.
- W2002773682 hasRelatedWork W2904839343 @default.
- W2002773682 hasRelatedWork W2962712206 @default.
- W2002773682 hasRelatedWork W3121326177 @default.
- W2002773682 hasRelatedWork W3121730981 @default.
- W2002773682 hasRelatedWork W3125135447 @default.
- W2002773682 hasRelatedWork W3179498130 @default.
- W2002773682 hasRelatedWork W4285052060 @default.
- W2002773682 hasVolume "21" @default.
- W2002773682 isParatext "false" @default.
- W2002773682 isRetracted "false" @default.
- W2002773682 magId "2002773682" @default.
- W2002773682 workType "article" @default.