A generalization of the mutual fund theorem
Year of publication: |
1999-01-29
|
---|---|
Authors: | Kulldorff, Martin ; Khanna, Ajay |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 2, p. 167-185
|
Publisher: |
Springer |
Subject: | Portfolio selection | continuous time | separation theorem | reduction method | incomplete markets |
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