| Article ID: | iaor20061126 |
| Country: | Germany |
| Volume: | 59 |
| Issue: | 4 |
| Start Page Number: | 295 |
| End Page Number: | 306 |
| Publication Date: | Dec 2005 |
| Journal: | Theory and Decision |
| Authors: | Pellerey Franco, Semeraro Patrizia |
| Keywords: | portfolio management |
In this note we provide new results of interest in the portfolio choice problem when the risky opportunities are correlated: for a general vector