Journal of Financial and Quantitative Analysis Vol. 4 No. 4 1969
Risk Disposition and the Separation Property in Portfolio Selection
Abstract
This article examines some aspects of the portfolio selection problem when the “no-easy-money-condition” holds and the investor is constrained to stay solvent. The possible presence of a non-capital income is also taken into consideration.
- DOI
- 10.2307/2330057
- Volume
- 4
- Issue
- 4
- Pages
- 401
- Sources
- crossref openalex