Arbeitspapier
Existence, uniqueness and continuity of portfolio choice
Under fairly weak conditions it is shown that an optimal portfolio choice exists and is unique. It is further shown that this choice is a continuous function of the joint distribution function of the random returns on the assets from which the choice is made.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionsbeiträge ; No. 39
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Davies, Laurie
Ronning, Gerd
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Konstanz, Fachbereich Wirtschaftswissenschaften
- (wo)
-
Konstanz
- (wann)
-
1973
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Davies, Laurie
- Ronning, Gerd
- Universität Konstanz, Fachbereich Wirtschaftswissenschaften
Entstanden
- 1973
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