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Existence of equilibrium in CAPM

Author: Nielsen, Lars Tyge INSEAD Area: FinanceIn: Journal of Economic Theory, no. 52, October 1990 Language: EnglishDescription: p. 223-231.Type of document: INSEAD ArticleNote: Please ask us for this itemAbstract: This paper identifies several sets of sufficient conditions for equilibrium to exist in the CAPM. The nature of the central conditions is to impose bounds on the investors' degree of risk aversion, as measured by the marginal rate of substitution between mean and standard deviation of return
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This paper identifies several sets of sufficient conditions for equilibrium to exist in the CAPM. The nature of the central conditions is to impose bounds on the investors' degree of risk aversion, as measured by the marginal rate of substitution between mean and standard deviation of return

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