Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode

DOI10.1007/BF02922999zbMath0313.62073OpenAlexW1847768191MaRDI QIDQ4072689

Laurie Davies, Gerd Ronning

Publication date: 1975

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02922999

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Utility theory (91B16)

Cites Work

• Existence, uniqueness and continuity of portfolio choice
• The Ordering of Portfolios in Terms of Mean and Variance
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk
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