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University of Illinois at Urbana-Champaign
The Existence of Capital Market Equilibrium and Asset Demand Correspondences
Abstract
dc:descriptionIn the vast literature analyzing the structure and properties of capital market equilibrium which has appeared since the development of the Sharpe-Lintner-Mossin model, only one attempt appears to have been made to prove that in fact capital market equilibria exist. Furthermore, it appears that capital market theory has represented by the Sharpe-Lintner-Mossin model and its many variations does not include a well- defined theory of asset demand and asset demand correspondences.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2014
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Page, Frank Hismith, Jr.
Subjects
dc:subject × 1Rights
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
- (UMI)AAI8108619
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/67674