Nonnegative wealth, absence of arbitrage, and feasible consumption plans
Year of publication: |
1988
|
---|---|
Authors: | Dybvig, Philip H. |
Other Persons: | Huang, Chi-fu (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 1.1988, 4, p. 377-401
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Nutzen | Utility | Theorie | Theory |
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