An algebraic theory of portfolio allocation

DOI10.1007/s00199-002-0284-9zbMath1060.91062OpenAlexW2005123893MaRDI QIDQ1407777

David A. Hennessy, Harvey E. Lapan

Publication date: 21 September 2003

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-002-0284-9

zbMATH Keywords

permutation groupgroup majorizationtransitive grouppoint-wise stabilizer subgroup

Mathematics Subject Classification ID

Related Items (3)

Market demand elasticity and income inequality ⋮ Harmonic symmetries of imperfect competition on circular city ⋮ Portfolio diversification and value at risk under thick-tailedness†

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