Conditions for the Existence of Absolutely Optimal Portfolios
Let Δ<i><sub>n</sub></i> be the <i>n</i>-dimensional simplex, <b>ξ</b> = (ξ<sub>1</sub>, ξ<sub>2</sub>,…, ξ<i><sub>n</sub></i>) be an <i>n</i>-dimensional random vector, and <inline-formula...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/17/2032 |