Capital market equilibrium with heterogeneous investors

Quantitative Finance

Volumn 9, Issue 6, 2009, Pages 757-766

  Shalit, Haim ^a   Yitzhaki, Shlomo ^b  

^a BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Applied mathematical finance; CAPM; Market efficiency; Market portfolio; Stochastic dominance

Indexed keywords

EID: 70449688091     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680902795226     Document Type: Article

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