Generalized concavity of a function in portfolio theory (Q3691360)

From MaRDI portal
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
    0 references
    1985
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    closedness under addition
    0 references
    portfolio selection
    0 references
    capital market equilibrium
    0 references
    multivariate lognormal distributions
    0 references
    approximation
    0 references
    0 references