@misc{Szegö_G._Proceedings_1977,
 author={Szegö, G.},
 copyright={Creative Commons Attribution BY 4.0 license},
 address={Warszawa},
 journal={Książka = Book},
 howpublished={online},
 year={1977},
 publisher={Instytut Badań Systemowych. Polska Akademia Nauk},
 publisher={Systems Research Institute. Polish Academy of Sciences},
 language={eng},
 abstract={The work concerns some problems arising in the mathematical theory of portfolio selection i.e. in the problem, given n risk investments and a capital w, of finding an allocation of the capital among the n investments which maximizes the expected utility of the investor. One of the most peculiar properties which have been found is the so-called separation property, i.e. the separation of the original set of n investments into a certain number of "portfolios" which are linear combinations of certain nonintersecting subsets of the original sets of investments and are such that the original set of investments can be replaced by these portfolios.},
 title={Proceedings of the 3rd Italian-Polish conference on applications of systems theory to economy, management and technology: Białowieża, Poland, May 26-31, 1976 * Systems theory of economic * Generalized separatio in portfolio theory},
 type={Text},
 URL={http://rcin.org.pl/Content/198249/PDF/KS-1977-01-R02P07.pdf},
}