A theorem on portfolio separation with general preferences
From MaRDI portal
Publication:1893218
DOI10.1006/jeth.1995.1025zbMath0836.90014OpenAlexW1993910047MaRDI QIDQ1893218
Arthur Lewbel, William R. M. Perraudin
Publication date: 27 July 1995
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1995.1025
Related Items (3)
Invariant risk attitudes ⋮ Local rank tests in a multivariate nonparametric relationship ⋮ The demand for risky assets: Sample selection and household portfolios
This page was built for publication: A theorem on portfolio separation with general preferences