Über den Autor
Thorsten Hens, Ph.D. University of Bonn, is professor for financial economics at the institute for empirical research in economics at the University of Zurich. He has held positions in Bielefeld, Paris and Stanford and is currently also an adjunct professor at the Finance Department of the Norwegian Business School, NHH, in Bergen. Beate Pilgrim, Ph.D. University of Bielefeld, is currently working for Reuters AG, Frankfurt.
List of Figures. Preface. Acknowledgements. Introduction. Part I: The General Equilibrium Model with Incomplete Markets. 1. The Model and Some Fundamentals. 2. Existence of Equilibria. 3. Structure of GEI-Excess Demand. 4. The Index-Theorem. 5. Uniqueness in the Arrow Debreu Model. 6. Uniqueness in the Finance GEI-Model. Part II: The Capital Asset Pricing Model. 7. The Model and Some Fundamentals. 8. Existence of Equilibria. 9. Market Demand Functions in the CAPM. 10. Uniqueness of Equilibria in the CAPM. Appendices: Mathematics. Assumptions. Main Results. Index.