Generalized concavity of a function in portfolio theory (Q3691360): Difference between revisions

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Revision as of 12:18, 5 March 2024

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Generalized concavity of a function in portfolio theory
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    Generalized concavity of a function in portfolio theory (English)
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    1985
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    closedness under addition
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    portfolio selection
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    capital market equilibrium
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    multivariate lognormal distributions
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    approximation
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