Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/47290 
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dc.contributor.authorFramstad, Nils Chr.en
dc.date.accessioned2011-07-01T08:42:39Z-
dc.date.available2011-07-01T08:42:39Z-
dc.date.issued2011-
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
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x2011,12en
dc.subject.jelG11en
dc.subject.jelC61en
dc.subject.jelD81en
dc.subject.jelD53en
dc.subject.ddc330en
dc.subject.keywordPortfolio separationen
dc.subject.keywordmutual fund theoremen
dc.subject.keywordstochastic dominanceen
dc.subject.keywordpseudo-isotropic distributionsen
dc.subject.keywordK-isotropic distributionsen
dc.titlePortfolio separation with α-symmetric and psuedo-isotropic distributions-
dc.typeWorking Paperen
dc.identifier.ppn655556648en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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