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Mutual fund separation theorem
Results: 11

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1	Asset Demand and Ambiguity Aversion Chiaki Hara and Toshiki Honda Kyoto University and Hitotsubashi University Swiss-Kyoto Symposium November 21, 2013 Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:42:35 Decision theory Financial risk Actuarial science Mathematical finance Financial economics Ambiguity aversion Hyperbolic absolute risk aversion Mutual fund separation theorem Risk aversion Portfolio optimization Kyoto Hitotsubashi University
2	Prices And Portfolio Choices In Financial Markets: Econometric Evidence. Peter Bossaerts‡ , Charles Plott§ , William Zame¶ This version: MarchFirst version: September 2001) Add to Reading List Source URL: www.econ.ucla.edu Language: English - Date: 2002-04-12 07:16:00 Economics Financial markets Investment Financial risk Capital asset pricing model Mutual fund separation theorem Alpha Market portfolio General equilibrium theory Financial economics Mathematical finance Finance
3	Representative Consumer’s Risk Aversion and Efficient Risk-Sharing Rules Chiaki Hara1 Institute of Economic Research, Kyoto University James Huang2 Department of Accounting and Management, Lancaster University Manageme Add to Reading List Source URL: cis.ier.hit-u.ac.jp Language: English - Date: 2014-07-01 09:04:50 Decision theory Economics Finance Business Financial risk Risk aversion Expected utility hypothesis Mutual fund separation theorem Hyperbolic absolute risk aversion Utility Actuarial science Ethics
4	Economics 411: Monetary and Financial Theory Fall, 1994 Notes on the Capital Asset Pricing Model by Miles Kimball The Two Asset Model of Portfolio Choice Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Financial markets Investment Mathematical finance Financial risk Risk premium Capital asset pricing model Mutual fund separation theorem Bond Mutual fund Financial economics Finance Economics
5	Heuristics for cardinality constrained portfolio optimisation T.-J. Chang1 N. Meade1 J.E. Beasley1 Y.M. Sharaiha2 Add to Reading List Source URL: aiinfinance.com Language: English - Date: 2012-06-26 15:05:28 Mathematical finance Investment Efficient frontier Mathematical optimization Quadratic programming Normal distribution Mutual fund separation theorem Modern portfolio theory Financial economics Economics Finance
6	THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER[removed]Dynamic Portfolio Selection by Augmenting the Asset Space MICHAEL W. BRANDT and PEDRO SANTA-CLARA∗ ABSTRACT Add to Reading List Source URL: docentes.fe.unl.pt Language: English - Date: 2006-10-06 00:09:48 Financial economics Mathematical finance Utility Investment Linear regression Hyperbolic absolute risk aversion Marginal conditional stochastic dominance Mutual fund separation theorem Modern portfolio theory Statistics Economics Finance
7	Optimization Models for Quantitative Asset Management1 Reha H. T¨ ut¨ unc¨ u Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-11-20 15:52:09 Economics Portfolio optimization Mathematical optimization Quantitative analyst Financial risk Mutual fund separation theorem Modern portfolio theory Financial economics Finance Investment
8	Mean-variance portfolio optimization: do historical correlations help or hinder risk control in a crisis? Tony Plate Plate Consulting, LLC Santa Fe, NM Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2010-06-01 15:08:51 Investment Data analysis Mathematical finance Variance Portfolio optimization Correlation and dependence Covariance Mutual fund separation theorem Modern portfolio theory Statistics Covariance and correlation Financial economics
9	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 587 August 1997 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-05-01 19:07:01 Data analysis Regression analysis Covariance and correlation Matrices Mutual fund separation theorem Covariance matrix Matrix Covariance Invertible matrix Statistics Algebra Econometrics
10	Sparse and stable Markowitz portfolios Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-10-31 06:02:14 Finance Mathematical finance Financial risk Harry Markowitz Modern portfolio theory Portfolio optimization Mathematical optimization Mutual fund separation theorem Financial economics Economics Investment

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