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A generalization of the mutual fund theorem |
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| Authors: | Ajay Khanna Martin Kulldorff |
| Affiliation: | (1) Stern School of Business Administration, New York University, New York, NY 10012 USA , US;(2) Department of Statistics, Uppsala University, SE-75120 Uppsala, Sweden , SE |
| Abstract: | |
| Keywords: | :Portfolio selection continuous time separation theorem reduction method incomplete markets JEL classification: D52 D81 G11 Mathematics Subject Classification (1991):49K45 60G15 90A09 93E20 |
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