Generalized concavity of a function in portfolio theory

DOI10.1007/BF01920307zbMath0573.90006OpenAlexW1989568527MaRDI QIDQ3691360

Siegfried Schaible, William T. Ziemba

Publication date: 1985

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01920307

zbMATH Keywords

approximationportfolio selectioncapital market equilibriumclosedness under additionmultivariate lognormal distributions

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Convexity of real functions of several variables, generalizations (26B25)

Related Items

The origins of quasi-concavity: a development between mathematics and economics., Fractional programming, Extremist vs. centrist decision behavior: Quasi-convex utility functions for interactive multi-objective linear programming problems

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