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Search: subject:"fund separation"
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Portfolio selection
13
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two-fund separation
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7
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extremal convolution
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fund separation
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securities
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Borglin, Anders
3
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2
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2
Dionne, Georges
2
Flåm, Sjur
2
Grant, Simon
2
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2
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Li, Zhongfei
2
Polak, Ben
2
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2
Vassalou, Maria
2
Won, Dongchul
2
Yao, Haixiang
2
BIGLOVA, ALMIRA
1
Boyle, Phelim P.
1
CHRISTENSEN, MORTEN MOSEGAARD
1
Cui, Xiangyu
1
Dachraoui, Kais
1
Dachraoui, Kaïs
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1
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IEW - Working Papers
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RePEc
22
ECONIS (ZBW)
14
EconStor
3
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Date (oldest first)
1
Risk on-risk off: A regime switching model for active portfolio management
Dapena, José P.
;
Serur, Juan Andrés
;
Siri, Julián R.
-
2019
management and the two
fund
separation
approach, to exploit the fact that an investor can switch between the market portfolio and …
Persistent link: https://www.econbiz.de/10012609510
Saved in:
2
Risk on-risk off : a regime switching model for active portfolio management
Dapena, José P.
;
Serur, Juan Andrés
;
Siri, Julián R.
-
2019
management and the two
fund
separation
approach, to exploit the fact that an investor can switch between the market portfolio and …
Persistent link: https://www.econbiz.de/10012146691
Saved in:
3
Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10012815069
Saved in:
4
An analytic market condition for mutual
fund
separation
: demand for the non-sharpe ratio maximizing portfolio
Igarashi, Toru
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10012308052
Saved in:
5
One-
fund
separation
in incomplete markets with two assets
Won, Dongchul
- In:
Finance research letters
24
(
2018
),
pp. 168-174
Persistent link: https://www.econbiz.de/10011982563
Saved in:
6
On investor preferences and mutual
fund
separation
Dybvig, Philip H.
;
Liu, Fang
- In:
Journal of economic theory
174
(
2018
),
pp. 224-260
Persistent link: https://www.econbiz.de/10011972437
Saved in:
7
A Robust Capital Asset Pricing Model
Ruffino, Doriana
-
Federal Reserve Board (Board of Governors of the …
-
2013
version of the two-
fund
separation
theorem. Upon market clearing, all investors hold ambiguous assets in the same relative …
Persistent link: https://www.econbiz.de/10010784143
Saved in:
8
An Analytic Derivation of the Efficient Market Portfolio
Guo, Zion
;
Huang, Hsin-Yi
- In:
Journal for Economic Forecasting
(
2012
)
4
,
pp. 104-116
removed from the efficient frontier. According to two-
fund
separation
theorem, we take two steps to discover the efficient …
Persistent link: https://www.econbiz.de/10010604356
Saved in:
9
One-
fund
separation
and uniqueness of equilibrium in incomplete markets with heterogeneous beliefs
Won, Dongchul
- In:
Seoul journal of economics
30
(
2017
)
4
,
pp. 471-486
Persistent link: https://www.econbiz.de/10011765188
Saved in:
10
Static
fund
separation
of long-term investments
Guasoni, Paolo
;
Robertson, Scott
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 789-826
Persistent link: https://www.econbiz.de/10011350513
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