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Portfolio Efficient Sets - MaRDI portal

Portfolio Efficient Sets (Q3959703)

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Portfolio Efficient Sets
scientific article

    Statements

    title
    Portfolio Efficient Sets (English)
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    author
    Philip H. Dybvig
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    Stephen A. Ross
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    published in
    Econometrica
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    publication date
    1982
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    zbMATH Keywords
    portfolio efficient sets
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    given asset returns
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    risk averse agent
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    revealed preference theory for incomplete markets
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    Identifiers

    DOI
    10.2307/1913394
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    zbMATH DE Number
    3780889
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    OpenAlex ID
    W2060422787
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