A note on the portfolio selection problem

Theory and Decision

Volumn 59, Issue 4, 2005, Pages 295-306

  Pellerey, Franco ^a   Semeraro, Patrizia ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

Expected utility diversification; Increasing concave order; Portfolio selection; Positive dependence

Indexed keywords

DECISION THEORY; RANDOM PROCESSES; VECTORS;

EXPECTED UTILITY DIVERSIFICATION; INCREASING CONCAVE ORDER; PORTFOLIO SELECTION; POSITIVE DEPENDENCE;

PROBLEM SOLVING;

EID: 28844443195     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-005-8634-2     Document Type: Article

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