Portfolio Efficient Sets
From MaRDI portal
Publication:3959703
DOI10.2307/1913394zbMath0495.90010OpenAlexW2060422787MaRDI QIDQ3959703
Philip H. Dybvig, Stephen A. Ross
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913394
risk averse agentgiven asset returnsportfolio efficient setsrevealed preference theory for incomplete markets
Related Items (19)
STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS ⋮ Risk and risk aversion when states of nature matter ⋮ Efficient sets with and without the expected utility hypothesis ⋮ Stochastic dominance and Friedman-Savage utility functions ⋮ A new approach to portfolio theory ⋮ Unnamed Item ⋮ Financial market structures revealed by pricing rules: efficient complete markets are prevalent ⋮ On the convexity of the portfolio choice set ⋮ Efficiency analysis, shortage functions, arbitrage, and martingales ⋮ On investor preferences and mutual fund separation ⋮ A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS ⋮ Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements ⋮ Third-degree stochastic dominance and axioms for a convex marginal utility function ⋮ Market behavior when preferences are generated by second-order stochastic dominance ⋮ Second order of stochastic dominance efficiency vs mean variance efficiency ⋮ Characterizing the efficient set when preferences are state-dependent ⋮ Recovering preferences from preferences over nominal gambles ⋮ Safety-first analysis and stable Paretian approach to portfolio choice theory ⋮ Revealed preference and portfolio choice
This page was built for publication: Portfolio Efficient Sets
