An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787): Difference between revisions
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Revision as of 13:44, 13 October 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio |
scientific article |
Statements
An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (English)
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4 June 2019
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mutual fund separation
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portfolio choice
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numéraire portfolio
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risk aversion
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