@techreport{Framstad2011Portfolio,
abstract = {The two fund separation property of the elliptical distributions is extended to the skew-elliptical and by adding a number of funds equalling the rank of the skewness matrix. Some elements of the generalization to singular extended skew-elliptical distributions are covered.},
address = {Oslo},
author = {Nils Chr. Framstad},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {G11; C61; D81; D53; 330; Portfolio separation; mutual fund theorem; stochastic dominance; singular extended skew-elliptical distributions},
language = {eng},
number = {2011,02},
publisher = {Dep. of Economics, Univ. of Oslo},
title = {Portfolio separation properties of the skew-elliptical distributions},
type = {Memorandum // Department of Economics, University of Oslo},
url = {http://hdl.handle.net/10419/47330},
year = {2011}
}
