Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/84399
Authors: 
Apreda, Rodolfo
Year of Publication: 
2009
Series/Report no.: 
Serie Documentos de Trabajo, Universidad del CEMA: Área: finanzas 398
Abstract: 
Expanded separation portfolios ( Se ) and Treasurer's portfolios T( Se ) are a sect of themselves. They arise out of risk-free assets and risky portfolios like other mutual funds. But their distinctive features set them apart from the common lot. This paper puts forth, firstly, a down-to-earth axiomatic that allows a complete formalization of the class of Se portfolios. Secondly, simple separation portfolios are featured and their differences with ( Se ) are highlighted. Next, the category of T( Se ) will be defined and their main properties brought to light. Last of all, there will be an expansion on the building of financial synthetics by means of enlarged separation portfolios.
Subjects: 
enlarged separation portfolios
mutual funds
separation portfolios
treasurer's portfolios
financial synthetics
portfolio management
JEL: 
G10
G11
G24
Document Type: 
Working Paper

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