Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- 11 Optimal Portfolios with One Risky Security
- 12 Comparative Statics of Optimal Portfolios
- 13 Optimal Portfolios with Several Risky Securities
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
12 - Comparative Statics of Optimal Portfolios
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- 11 Optimal Portfolios with One Risky Security
- 12 Comparative Statics of Optimal Portfolios
- 13 Optimal Portfolios with Several Risky Securities
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
Summary
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- Type
- Chapter
- Information
- Principles of Financial Economics , pp. 118 - 127Publisher: Cambridge University PressPrint publication year: 2000