Generalized concavity of a function in portfolio theory (Q3691360)

From MaRDI portal
Revision as of 22:40, 17 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references