Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets

• Material Type: 文書・図像類
• Title: Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets
• Author/Editor: ハラ, チアキ
• Author Heading: ハラ, チアキ
• Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
• Publication Date: 2018-10-11
• Publication Date (W3CDTF): 2018-10-11
• Periodical title: KIER Discussion Paper
• No. or year of volume/issue: 1005
• Volume: 1005
• Pages: 0-33
• Text Language Code: eng
• Subject Heading: Capital Asset Pricing Model; general equilibrium theory; incomplete asset markets; financial innovation; expected utility
• NDC: 330
• Target Audience: 一般
• Note (General): First Version: December 1998
• Format (IMT): application/pdf
• Source: DP1005.pdf （fulltext）; http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/236156/1/DP1005.pdf
• Access Restrictions: インターネット公開
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ

• Summary, etc.: In the Capital Asset Pricing Model, we consider how introducing new assets will affect the prices of the existing ones. We prove that introducing new ...