generalized market equilibrium: ''stable'' capm
TRANSCRIPT
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Submitted on 12 May 2011
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Generalized Market Equilibrium: ”Stable” CAPMLotfi Belkacem, Jacques Lévy Véhel, Christian Walter
To cite this version:Lotfi Belkacem, Jacques Lévy Véhel, Christian Walter. Generalized Market Equilibrium: ”Stable”CAPM. AFFI - International Conference of Finance, Jun 1995, Bordeaux, France. �inria-00592310�
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I
I’
M
E(Rp)
R f
|| Rp ||
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0
1
2
3
4
5
6
7
8
9
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
alpha(k)
k/n
"accor_cac"
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0
1
2
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0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
alpha(k)
k/n
"ban_cac"
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