EconStor >
University of Oslo >
Department of Economics, University of Oslo >
Memorandum, Department of Economics, University of Oslo >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/47290
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorFramstad, Nils Chr.en_US
dc.date.accessioned2011-07-01T08:42:39Z-
dc.date.available2011-07-01T08:42:39Z-
dc.date.issued2011en_US
dc.identifier.urihttp://hdl.handle.net/10419/47290-
dc.description.abstractThe 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.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum // Department of Economics, University of Oslo 2011,12en_US
dc.subject.jelG11en_US
dc.subject.jelC61en_US
dc.subject.jelD81en_US
dc.subject.jelD53en_US
dc.subject.ddc330en_US
dc.subject.keywordPortfolio separationen_US
dc.subject.keywordmutual fund theoremen_US
dc.subject.keywordstochastic dominanceen_US
dc.subject.keywordpseudo-isotropic distributionsen_US
dc.subject.keywordK-isotropic distributionsen_US
dc.titlePortfolio separation with α-symmetric and psuedo-isotropic distributionsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn655556648en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

Files in This Item:
File Description SizeFormat
655556648.pdf446.66 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.