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AN00234610-20061001-0225.pdf
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| Title |
| Title |
不確実性と資産市場均衡IV(完)
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| Kana |
フカクジツセイ ト シサン シジョウ キンコウ IV (カン)
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| Romanization |
Fukakujitsusei to shisan shijo kinko IV (kan)
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| Title |
Uncertainty and asset market equilibrium IV
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| Creator |
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福岡, 正夫
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| Kana |
フクオカ, マサオ
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| Romanization |
Fukuoka, Masao
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| Affiliation |
慶應義塾大学名誉教授
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須田, 伸一
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スダ, シンイチ
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| Romanization |
Suda, Shinichi
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| Affiliation |
慶應義塾大学経済学部教授
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| Name |
慶應義塾経済学会
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| Kana |
ケイオウ ギジュク ケイザイ ガッカイ
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| Romanization |
Keio gijuku keizai gakkai
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2006
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| Physical description |
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| Source Title |
| Name |
三田学会雑誌
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| Name (Translated) |
Keio journal of economics
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| Volume |
99
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| Issue |
3
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| Year |
2006
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| Month |
10
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| Start page |
577(225)
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583(231)
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| Abstract |
本稿では, 価値尺度財資産モデルを対象とした前稿に引きつづき, まず名目資産モデルについて, そこではこれまでの証明法が適用不可能となる理由を説明し, ついで一般的実物資産モデルについて, 不完備資産市場の下では, ほとんどすべての経済において, 資産市場均衡が制約された効率性を満たさないという本来の命題を証明する。
Following the authors' previous paper on the numéraire asset model, this study first explains that applying the preceding proof methods is impossible for the nominal asset model.
Subsequently, it proves the original proposition that under an imperfect asset market, asset market equilibrium does not satisfy even the constrained efficiency in almost all economies.
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| History |
| Jun 4, 2014 | | フリーキーワード, 本文 を変更 |
| Jul 24, 2015 | | 抄録, 版, 本文 を変更 |
| Nov 16, 2021 | | JaLCDOI を変更 |
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