Generalized concavity of a function in portfolio theory (Q3691360): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized concavity of a function in portfolio theory |
scientific article |
Statements
Generalized concavity of a function in portfolio theory (English)
0 references
1985
0 references
closedness under addition
0 references
portfolio selection
0 references
capital market equilibrium
0 references
multivariate lognormal distributions
0 references
approximation
0 references