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Necessary and sufficient conditions for existence of an optimal portfolio

Published:1974-06 Issue:2 Volume:8 Page:235-247
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Bertsekas Dimitri P

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference5 articles.

1. On the existence of optimal policies under uncertainty;Leland;J. Econ. Theory,1972

2. Convex Analysis;Rockafellar,1970

3. Risk aversion in the small and in the large;Pratt;Econometrica,1964

4. Real Analysis;Royden,1968

5. Measurable dependence of convex sets and functions on parameters;Rockafellar;J. Math. Anal. Applic.,1970

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