Existence, uniqueness and continuity of portfolio choice

Laurie Davies ; Gerd Ronning

Under fairly weak conditions it is shown that an optimal portfolio choice exists and is unique. It is further shown that this choice is a continuous function of the joint distribution function of the random returns on the assets from which the choice is made.

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Year of publication:	1973
Authors:	Davies, Laurie ; Ronning, Gerd
Publisher:	Konstanz : Fachbereich Wirtschaftswiss. d. Univ. Konstanz
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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Extent:	29 S. 29 cm
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	hdl:10419/78144 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009529996