Stochastic dominance on optimal portfolio with one risk-less and two risky assets

被引：0
|
作者：
Nguema, Jean Fernand [1 ]
机构：
[1] LAMETA UFR Sci Econ Montpellier, Montpellier, France
来源：
ECONOMICS BULLETIN | 2005年 / 7卷
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The paper provides restrictions on the investor's utility function which are sufficient for a dominating shift no decrease in the investment in the respective asset if there are one risk free asset and two risky assets in the portfolio. The analysis is then confined to portfolio in which the distributions of assets differ by a first-degree-stochastic dominance shift.
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