Pages that link to "Item:Q1297918"
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The following pages link to A generalization of the mutual fund theorem (Q1297918):
Displayed 11 items.
- Portfolio separation properties of the skew-elliptical distributions, with generalizations (Q645438) (← links)
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← 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)
- 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)