Pages that link to "Item:Q1297918"
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The following pages link to A generalization of the mutual fund theorem (Q1297918):
Displaying 21 items.
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180) (← links)
- The two-fund separation theorem revisited (Q666442) (← links)
- An efficient ex-ante criterion for ranking investment strategies (Q1015807) (← links)
- A continuous-time portfolio turnpike theorem (Q1200315) (← links)
- Aggregation, efficiency and mutual fund separation in incomplete markets (Q1376965) (← 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)
- A theorem on portfolio separation with general preferences (Q1893218) (← links)
- Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787) (← links)
- A general theorem for portfolio generating functions (Q2787473) (← links)
- (Q3192804) (← links)
- STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- On the structure of multifactor optimal portfolio strategies (Q4646821) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- Investing for Retirement (Q5718087) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
