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.

The demand of scientists for confidential micro data from official sources has created discussion of how to anonymize these data in such a way that they can be given to the scientific community. We report results from a German project which exploits various options of anonymization for producing...