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HAL Id: inria-00592310https://hal.inria.fr/inria-00592310
Submitted on 12 May 2011
HAL is a multi-disciplinary open accessarchive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come fromteaching and research institutions in France orabroad, or from public or private research centers.
L’archive ouverte pluridisciplinaire HAL, estdestinée au dépôt et à la diffusion de documentsscientifiques de niveau recherche, publiés ou non,émanant des établissements d’enseignement et derecherche français ou étrangers, des laboratoirespublics ou privés.
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’
M
E(Rp)
R f
|| Rp ||
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"
0
1
2
3
4
5
6
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"