scientific article; zbMATH DE number 3805219

MaRDI QIDQ4749549zbMATH OpenFDO

Authors J. G. Kallberg, William T. Ziemba

Publication date 1981

zbMATH Keywords

portfolio managementexpected utility criteriaindividual portfolio decisionsmarket equilibrium assumptions

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited in

(1)

• Use of stochastic and mathematical programming in portfolio theory and practice

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