A generalization of the mutual fund theorem
From MaRDI portal
Publication:1297918
DOI10.1007/s007800050056zbMath0926.91022OpenAlexW2094108073MaRDI QIDQ1297918
Publication date: 14 September 1999
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050056
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (11)
STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS ⋮ Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM ⋮ SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS ⋮ Portfolio separation properties of the skew-elliptical distributions, with generalizations ⋮ On the structure of multifactor optimal portfolio strategies ⋮ Investing for Retirement ⋮ Optimal investment strategies with bounded risks, general utilities, and goal achieving ⋮ Mutual fund theorem for continuous time markets with random coefficients ⋮ In which financial markets do mutual fund theorems hold true? ⋮ Bankruptcy in long-term investments ⋮ OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES
This page was built for publication: A generalization of the mutual fund theorem
