On the convexity of the portfolio choice set

DOI10.1016/0165-1765(86)90206-5zbMath1328.91269OpenAlexW2000171917MaRDI QIDQ899857

N. E. Zubov

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90206-5

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• A new approach to portfolio theory
• A general Laguerre transform and a related distance between probability measures
• Portfolio Efficient Sets
• Unnamed Item

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