Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/47290
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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.publisher|aDep. of Economics, Univ. of Oslo |cOsloen_US
dc.relation.ispartofseries|aMemorandum // Department of Economics, University of Oslo |x2011,12en_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

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