Pages that link to "Item:Q2271725"

The following pages link to In which financial markets do mutual fund theorems hold true? (Q2271725):

Displaying 10 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)
• Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
• Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
• Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
• An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
• On the structure of multifactor optimal portfolio strategies (Q4646821) (← links)
• Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)