Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | A note on reward-risk portfolio selection and two-fund separation |
| Organization Unit | |
| Authors |
|
| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
|
| Journal Title | Finance Research Letters |
| Publisher | Elsevier |
| Geographical Reach | international |
| ISSN | 1544-6131 |
| Volume | 8 |
| Number | 2 |
| Page Range | 52 - 58 |
| Date | 2011 |
| Abstract Text | This paper presents a general reward-risk portfolio selection model and derives sufcient conditions for two-fund separation. In particular we show that many reward-risk models presented in the literature satisfy these conditions. |
| Digital Object Identifier | 10.1016/j.frl.2010.11.003 |
| Other Identification Number | merlin-id:4027 |
| PDF File |
Download from ZORA
|
| Export |
BibTeX
EP3 XML (ZORA)
|