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Memorandum, Department of Economics, University of Oslo >
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http://hdl.handle.net/10419/47290
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Framstad, Nils Chr. | | en_US |
| dc.date.accessioned | | 2011-07-01T08:42:39Z | | - |
| dc.date.available | | 2011-07-01T08:42:39Z | | - |
| dc.date.issued | | 2011 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/47290 | | - |
| dc.description.abstract | | The pseudo-isotropic multivariate distributions are shown to satisfy Ross' stochastic dominance criterion for two-fund monetary separation. The classical case of separation under abence of risk-free investment opportunity, admits a few particular generalizations to k-fund separation for (1+1/k)-norm symmetric variables if k is odd. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Dep. of Economics, Univ. of Oslo Oslo | | en_US |
| dc.relation.ispartofseries | | Memorandum // Department of Economics, University of Oslo 2011,12 | | en_US |
| dc.subject.jel | | G11 | | en_US |
| dc.subject.jel | | C61 | | en_US |
| dc.subject.jel | | D81 | | en_US |
| dc.subject.jel | | D53 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Portfolio separation | | en_US |
| dc.subject.keyword | | mutual fund theorem | | en_US |
| dc.subject.keyword | | stochastic dominance | | en_US |
| dc.subject.keyword | | pseudo-isotropic distributions | | en_US |
| dc.subject.keyword | | K-isotropic distributions | | en_US |
| dc.title | | Portfolio separation with α-symmetric and psuedo-isotropic distributions | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 655556648 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | Memorandum, Department of Economics, University of Oslo
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