Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode

DOI10.1007/BF02922999MaRDI QIDQ4072689zbMATH OpenOpenAlexFDO

Authors Laurie Davies, Gerd Ronning

Publication date 1975

Published in Statistische Hefte (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02922999

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Utility theory (91B16)

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3420450 (Why is no real title available?)
• Existence, uniqueness and continuity of portfolio choice
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk
• The Ordering of Portfolios in Terms of Mean and Variance

This page was built for publication: Einige exakte und asymptotische Ergebnisse für das Standardmodell der Portefeuille-Auswahl innerhalb einer Periode

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4072689)