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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Framstad, Nils Chr. | en |
dc.date.accessioned | 2011-07-01T08:42:39Z | - |
dc.date.available | 2011-07-01T08:42:39Z | - |
dc.date.issued | 2011 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aUniversity of Oslo, Department of Economics |cOslo | en |
dc.relation.ispartofseries | |aMemorandum |x2011,12 | en |
dc.subject.jel | G11 | en |
dc.subject.jel | C61 | en |
dc.subject.jel | D81 | en |
dc.subject.jel | D53 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Portfolio separation | en |
dc.subject.keyword | mutual fund theorem | en |
dc.subject.keyword | stochastic dominance | en |
dc.subject.keyword | pseudo-isotropic distributions | en |
dc.subject.keyword | K-isotropic distributions | en |
dc.title | Portfolio separation with α-symmetric and psuedo-isotropic distributions | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 655556648 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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