Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/78144
Authors: 
Davies, Laurie
Ronning, Gerd
Year of Publication: 
1973
Series/Report no.: 
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaften der Universität Konstanz 39
Abstract: 
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

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