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A Theorem on Portfolio Separation with General Preferences

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  • Lwebel Arthur
  • Perraudin William

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 65 (1995)
Issue (Month): 2 (April)
Pages: 624-626

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Handle: RePEc:eee:jetheo:v:65:y:1995:i:2:p:624-626

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Web page: http://www.elsevier.com/locate/inca/622869

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Cited by:
  1. Chambers, Robert G. & Quiggin, John C., 2002. "Dual Approaches To The Analysis Of Risk Aversion," Working Papers 28606, University of Maryland, Department of Agricultural and Resource Economics.
  2. Natercia Fortuna, 2004. "Local rank tests in a multivariate nonparametric relationship," Econometric Society 2004 North American Summer Meetings 446, Econometric Society.
  3. Arthur Lewbel, 2003. "A rational rank four demand system," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 127-135.
  4. Crossley, T.F. & Low, H.W., 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Cambridge Working Papers in Economics 0537, Faculty of Economics, University of Cambridge.
  5. Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, EconWPA.
  6. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
  7. Thomas Crossley & Hamish Low, 2005. "Is the elasticity of intertemporal substitution constant?," IFS Working Papers W05/25, Institute for Fiscal Studies.
  8. d’Artis Kancs & Julda Kielyte, 2002. "Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States," EERI Research Paper Series EERI_RP_2002_04, Economics and Econometrics Research Institute (EERI), Brussels.
  9. Perraudin, William R. M. & Sorensen, Bent E., 2000. "The demand for risky assets: Sample selection and household portfolios," Journal of Econometrics, Elsevier, vol. 97(1), pages 117-144, July.

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