Necessary and sufficient conditions for existence of an optimal portfolio

Dimitri P. Bertsekas

doi:10.1016/0022-0531(74)90016-7

Necessary and sufficient conditions for existence of an optimal portfolio

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	235-247
Number of pages	13
Journal	Journal of Economic Theory
Volume	8
Issue number	2
DOIs	https://doi.org/10.1016/0022-0531(74)90016-7
State	Published - Jun 1974
Externally published	Yes

ASJC Scopus subject areas

Economics and Econometrics

Access to Document

10.1016/0022-0531(74)90016-7

Cite this

@article{69f2ec216ef84c48af1a2a4c010f85e1,

title = "Necessary and sufficient conditions for existence of an optimal portfolio",

author = "Bertsekas, {Dimitri P.}",

note = "Funding Information: * This work was carried out at the Department of Engineering-Economic Systems, Stanford University, Stanford, California, and supported by the National Science Foundation under Grant GK32870.",

year = "1974",

month = jun,

doi = "10.1016/0022-0531(74)90016-7",

language = "English (US)",

volume = "8",

pages = "235--247",

journal = "Journal of Economic Theory",

issn = "0022-0531",

publisher = "Academic Press Inc.",

number = "2",

}

TY - JOUR

T1 - Necessary and sufficient conditions for existence of an optimal portfolio

AU - Bertsekas, Dimitri P.

N1 - Funding Information: * This work was carried out at the Department of Engineering-Economic Systems, Stanford University, Stanford, California, and supported by the National Science Foundation under Grant GK32870.

PY - 1974/6

Y1 - 1974/6

UR - http://www.scopus.com/inward/record.url?scp=0011449926&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0011449926&partnerID=8YFLogxK

U2 - 10.1016/0022-0531(74)90016-7

DO - 10.1016/0022-0531(74)90016-7

M3 - Article

AN - SCOPUS:0011449926

SN - 0022-0531

VL - 8

SP - 235

EP - 247

JO - Journal of Economic Theory

JF - Journal of Economic Theory

IS - 2

ER -

Necessary and sufficient conditions for existence of an optimal portfolio

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this