An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787)
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scientific article; zbMATH DE number 7062252
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| English | An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio |
scientific article; zbMATH DE number 7062252 |
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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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0.8415475
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0.83845425
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0.8104958
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0.8061253
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0.8051353
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0.8014685
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0.8011532
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0.79653203
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