Necessary and sufficient conditions for existence of an optimal portfolio
- 1 June 1974
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 8 (2) , 235-247
- https://doi.org/10.1016/0022-0531(74)90016-7
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- On the existence of optimal policies under uncertaintyJournal of Economic Theory, 1972
- Risk Aversion in the Small and in the LargeEconometrica, 1964