A Note on the Two-fund Separation Theorem
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More about this item
KeywordsPortfolio choice; CAPM; risk aversion; equilibrium; market participation;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-21 (All new papers)
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