Portfolio dominance and optimality in infinite security markets
研究了无限证券市场中投资组合占优的格序性质，证明当占优序为格序且具有Yudin基时，最优投资组合配置和均衡存在。
The most natural way of ordering portfolios is by comparing their payoffs. A portfolio with payoff higher than the payoff of another portfolio is greater in the sense of portfolio dominance than that other portfolio. Portfolio dominance is a lattice order if the supremum and the infimum of any two portfolios are well-defined. We study security markets with infinitely many securities and arbitrary finite portfolio holdings. If portfolio dominance order is a lattice order and has a Yudin basis, then optimal portfolio allocations and equilibria in security markets do exist.