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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Diskussionsbeiträge ; No. 39
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Davies, Laurie
Ronning, Gerd
- Event
-
Veröffentlichung
- (who)
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Universität Konstanz, Fachbereich Wirtschaftswissenschaften
- (where)
-
Konstanz
- (when)
-
1973
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Davies, Laurie
- Ronning, Gerd
- Universität Konstanz, Fachbereich Wirtschaftswissenschaften
Time of origin
- 1973
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