Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

A theorem on portfolio separation with general preferences

From MaRDI portal
Publication:1893218
Jump to:navigation, search

DOI10.1006/jeth.1995.1025zbMath0836.90014OpenAlexW1993910047MaRDI QIDQ1893218

Arthur Lewbel, William R. M. Perraudin

Publication date: 27 July 1995

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

Full work available at URL: https://doi.org/10.1006/jeth.1995.1025


zbMATH Keywords

portfolio separationdemand rank


Mathematics Subject Classification ID


Related Items (3)

Invariant risk attitudes ⋮ Local rank tests in a multivariate nonparametric relationship ⋮ The demand for risky assets: Sample selection and household portfolios




This page was built for publication: A theorem on portfolio separation with general preferences

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1893218&oldid=14296929"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 12:14.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki