A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems

Management Science, Volume 64, Issue 9, September 2018, Pages 3971-4470

Author(s):

Romain Deguest

Fundvisory

Lionel Martellini

Director of EDHEC-Risk Institute

Vincent Milhau

Research Director - EDHEC-Risk Institute

Management Science, Volume 64, Issue 9, September 2018, Pages 3971-4470

Type: Academic publication
Date: le 03/09/2018
Research Cluster : Finance
Source : Management Science

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