An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)
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References listed on IDEAS
- Rodolfo Apreda, 2003. "Simple and enlarged separation portfolios. On their Use when Arbitraging and Synthesizing Securities," CEMA Working Papers: Serie Documentos de Trabajo. 233, Universidad del CEMA.
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Keywordsenlarged separation portfolios; mutual funds; separation portfolios; treasurer’s portfolios; financial synthetics; portfolio management;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-28 (All new papers)
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