Pages that link to "Item:Q1247251"

The following pages link to Mutual fund separation in financial theory - the separating distributions (Q1247251):

Displaying 49 items.

• On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• Tail risk constraints and maximum entropy (Q296373) (← links)
• Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
• Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
• A unified beta pricing theory (Q798244) (← links)
• Preferences over location-scale family (Q943343) (← links)
• Stochastic dominance, efficiency and separation in financial markets (Q1056657) (← links)
• Option pricing methods: an overview (Q1116873) (← links)
• A characterization of the distributions that imply mean-variance utility functions (Q1169917) (← links)
• Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
• Market demand functions in the capital asset pricing model (Q1270058) (← links)
• Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information (Q1270072) (← links)
• Valuing flexibility: An impulse control framework (Q1313148) (← links)
• Consistency of mean-variance analysis and expected utility analysis. A complete characterization (Q1319632) (← links)
• Robustness of the market model (Q1338992) (← links)
• Necessary conditions for the CAPM (Q1357429) (← links)
• Separating risk and return in the CAPM: A general utility-based model (Q1572987) (← links)
• On dynamic investment strategies (Q1583162) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Safety-first analysis and stable Paretian approach to portfolio choice theory (Q1600526) (← links)
• The CAPM in thin experimental financial markets. (Q1605413) (← links)
• Preference-free optimal hedging using futures (Q1606431) (← links)
• The stock-bond comovements and cross-market trading (Q1656474) (← links)
• Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
• On investor preferences and mutual fund separation (Q1701032) (← links)
• On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
• In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Editorial: Dynamic factor models (Q2439042) (← links)
• Factor representing portfolios in large asset markets (Q2439044) (← links)
• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
• Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
• STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS (Q3166713) (← links)
• STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• Generalized concavity of a function in portfolio theory (Q3691360) (← links)
• DYNAMIC FACTOR MODELS (Q4471130) (← links)
• COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
• THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
• Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
• Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
• Stochastic Spanning (Q6634889) (← links)