Portfolio Efficient Sets (Q3959703)

From MaRDI portal
Revision as of 13:40, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Portfolio Efficient Sets
scientific article

    Statements

    title
    Portfolio Efficient Sets (English)
    0 references
    author
    Philip H. Dybvig
    0 references
    Stephen A. Ross
    0 references
    published in
    Econometrica
    0 references
    publication date
    1982
    0 references
    zbMATH Keywords
    portfolio efficient sets
    0 references
    given asset returns
    0 references
    risk averse agent
    0 references
    revealed preference theory for incomplete markets
    0 references

    Identifiers

    DOI
    10.2307/1913394
    0 references
    zbMATH DE Number
    3780889
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3959703&oldid=28228539"
    Powered by MediaWiki