In portfolio theory, a mutual fund separation theorem, mutual fund theorem, or separation theorem is a theorem stating that, under certain conditions...

present value, regardless of the preferences of its shareholders. Mutual fund separation theorem (portfolio theory) states that, under certain conditions, any...

expansion of the above Mutual fund separation theorem - relating to the construction of optimal portfolios Fisher separation theorem - discussing an analogous...

criterion Marginal conditional stochastic dominance Markowitz model Mutual fund separation theorem Omega ratio Post-modern portfolio theory Sortino ratio Treynor...

Separation theorem (disambiguation): several different theorems related to separation, in different scientific disciplines, for example: Mutual fund separation...

equilibrium theorem (economics) Mutual fund separation theorem (financial mathematics) No-trade theorem (economics) Rationality theorem (politics) Rybczynski...

of money Monetary reform Portfolio Modern portfolio theory Mutual fund separation theorem Post-modern portfolio theory Reference rate Reset Return Absolute...

that a portfolio is not efficient Merton's portfolio problem Mutual fund separation theorem, giving a property of mean-variance efficient portfolios Portfolio...

financial economics, especially in portfolio theory and its mutual fund separation theorem and in the capital asset pricing model. The matrix of covariances...

allocation among cash, bonds, and stocks is inconsistent with the mutual-fund separation theorem, which states that all investors should hold the same composition...

subject to a given value of μ P {\displaystyle \mu _{P}} ; see Mutual fund separation theorem for details. Alternatively, the efficient set can be specified...

holdings of the risk-free asset and the "market portfolio" (the Mutual fund separation theorem), with the combinations here plotting as the capital market...

return. Various features of portfolio analysis, including mutual fund separation theorems and the Capital Asset Pricing Model, hold for all elliptical...

intended target of the policy. Mundell–Fleming model mutual fund mutual fund separation theorem mutualism Nakamura number Nash equilibrium national average...

Registered share Secondary shares Stock exchange Fisher separation theorem Modigliani–Miller theorem Theory of the firm The Theory of Investment Value Agency...

exponent, then in the presence of a risk-free asset a two-fund monetary separation theorem results: every investor holds the available risky assets in...

investment under "certainty" (Fisher separation theorem, "theory of investment value", and Modigliani–Miller theorem). Here, theory and methods are developed...

substantial criticism circa in the wake of various security scandals including mutual fund timing episodes and, in particular, the backdating of option grants as...

for works in Probabilistic number theory, including the Kubilius model, Theorem of Kubilius and the Turán–Kubilius inequality. Kubilius also successfully...

from decisions about the design of taxation systems (Diamond-Mirrlees separation). In this view, public sector programs should be designed to maximize...

Financial modeling; Asset pricing. The fundamental theorem of arbitrage-free pricing is one of the key theorems in mathematical finance, while the Black–Scholes...

maximize or to continually increase shareholder value (see Fisher separation theorem). Here, the three main questions that corporate finance addresses...

fundamentals of geography; digested into various definitions, problems, theorems, and paradoxes: with a transient survey of the surface of the earthly ball...

of variety to describe stable states and produced the "Good Regulator" theorem which requires internal models for self-organized endurance and stability...

universal function approximator, as proven by the universal approximation theorem. However, the proof is not constructive regarding the number of neurons...

Positioning System (GPS) becomes fully operational. Proof of Fermat's Last Theorem is discovered by Andrew Wiles. Construction started in 1998 on the International...

invented in 1901 by Karl Pearson, as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by Harold...

ISBN 978-1579580919. Stiglitz criticizes the first and second welfare theorems for being based on the assumptions of complete markets (including a full...

introduction of his "Possibility Theorem". This sparked widespread discussion over how to interpret the different conditions of the theorem and what implications...

rejected the idea of a historical continuity – fundamental to the so-called 'theorem of secularization'; the Modern age in his view represents an independent...