Please use this identifier to cite or link to this item:
Davies, Laurie
Ronning, Gerd
Year of Publication: 
Series/Report no.: 
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaften der Universität Konstanz 39
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.
Document Type: 
Working Paper

Files in This Item:
662.96 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.