Diversification Theorems for Subsets of Risk Averters

DOI10.2307/2297021zbMath0429.90040OpenAlexW2020258185MaRDI QIDQ3867536

Tae Kun Seo, William R. Russell

Publication date: 1979

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297021

zbMATH Keywords

diversificationportfolio selectionoptimal investment decisionsrisk averting investors

Mathematics Subject Classification ID

Decision theory (91B06) Operations research and management science (90B99)

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A theory of portfolio revision: robustness and truncation problems

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