Portfolio dominance and optimality in infinite security markets (Q1300362)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio dominance and optimality in infinite security markets |
scientific article; zbMATH DE number 1330462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio dominance and optimality in infinite security markets |
scientific article; zbMATH DE number 1330462 |
Statements
Portfolio dominance and optimality in infinite security markets (English)
0 references
1 September 1999
0 references
security markets
0 references
portfolio dominance
0 references
equilibrium
0 references
Yudin basis
0 references
