Portfolio Efficient Sets (Q3959703)

From MaRDI portal
Revision as of 02:13, 21 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
Portfolio Efficient Sets
scientific article

    Statements

    Portfolio Efficient Sets (English)
    0 references
    0 references
    0 references
    0 references
    1982
    0 references
    portfolio efficient sets
    0 references
    given asset returns
    0 references
    risk averse agent
    0 references
    revealed preference theory for incomplete markets
    0 references

    Identifiers