An Analytic Solution to the Mean-Variance Equilibrium: Is the Market Beta a Valuable Tool?
In the Markowitz market, market clearing is the same as the market portfolio's clearing, and the CAPM equation is equivalent to the semi-clearing condition, which determines the composition value percentage of the market portfolio.
Featured in No. 40 on 13 Mar 2024 · 6 days after release · 0 citations today
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- 7 Mar 2024
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- No. 40 · 13 Mar 2024
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- SSRN 4751502
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