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Search: subject:"Two-fund separation theorem"
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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:
2
Continuous-time mean–variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic Modelling
36
(
2014
)
C
,
pp. 244-251
–standard derivation plane. In addition, we further prove the validity of the
two-fund
separation
theorem
. …
Persistent link: https://www.econbiz.de/10010729860
Saved in:
3
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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