EQUILIBRIUM IN LINEAR CAPITAL MARKET NETWORKS

IT IS SHOWN HOW CERTAIN IDEAS IN THE SO CALLED DECOMPOSITION THEORY OF MATHEMATICAL PROGRAMMING CAN BE EXPLOITED FOR THE COMPUTATION OF EQUILIBRIUM IN A SYSTEM OF LINEAR CAPITAL MARKETS. A NETWORK REPRESENTATION OF THE INTERCONNECTION OF CAPITAL MARKETS IS GIVEN WHERE THE HOLDING OF EACH ASSET IS CO...

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Veröffentlicht in:	The Journal of finance (New York) 1975-12, Vol.30 (5), p.1197-1211
Hauptverfasser:	Storøy, Sverre, Thore, Sten, Boyer, Marcel
Format:	Artikel
Sprache:	eng
Schlagworte:	Capital markets Equilibrium prices Financial portfolios Investors Market conditions Market equilibrium Market prices Mathematical programming Mathematical vectors Networks Stock prices Supply
Online-Zugang:	Volltext
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