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/10419/47330
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorFramstad, Nils Chr.en_US
dc.date.accessioned2011-07-01T08:43:28Z-
dc.date.available2011-07-01T08:43:28Z-
dc.date.issued2011en_US
dc.identifier.urihttp://hdl.handle.net/10419/47330-
dc.description.abstractThe 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.en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum // Department of Economics, University of Oslo 2011,02en_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.keywordsingular extended skew-elliptical distributionsen_US
dc.titlePortfolio separation properties of the skew-elliptical distributionsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn646227181en_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
646227181.pdf407.29 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.