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- Mutual_fund_separation_theorem abstract "In portfolio theory, a mutual fund separation theorem, mutual fund theorem, or separation theorem is a theorem stating that, under certain conditions, any investor's optimal portfolio can be constructed by holding each of certain mutual funds in appropriate ratios, where the number of mutual funds is smaller than the number of individual assets in the portfolio. Here a mutual fund refers to any specified benchmark portfolio of the available assets. There are two advantages of having a mutual fund theorem. First, if the relevant conditions are met, it may be easier (or lower in transactions costs) for an investor to purchase a smaller number of mutual funds than to purchase a larger number of assets individually. Second, from a theoretical and empirical standpoint, if it can be assumed that the relevant conditions are indeed satisfied, then implications for the functioning of asset markets can be derived and tested.".
- Mutual_fund_separation_theorem wikiPageID "29928965".
- Mutual_fund_separation_theorem wikiPageLength "10928".
- Mutual_fund_separation_theorem wikiPageOutDegree "28".
- Mutual_fund_separation_theorem wikiPageRevisionID "700742248".
- Mutual_fund_separation_theorem wikiPageWikiLink Capital_asset_pricing_model.
- Mutual_fund_separation_theorem wikiPageWikiLink Category:Finance.
- Mutual_fund_separation_theorem wikiPageWikiLink Category:Financial_economics.
- Mutual_fund_separation_theorem wikiPageWikiLink Category:Portfolio_theories.
- Mutual_fund_separation_theorem wikiPageWikiLink Covariance_matrix.
- Mutual_fund_separation_theorem wikiPageWikiLink David_Cass.
- Mutual_fund_separation_theorem wikiPageWikiLink Derivative_test.
- Mutual_fund_separation_theorem wikiPageWikiLink Elliptical_distribution.
- Mutual_fund_separation_theorem wikiPageWikiLink Euclidean_vector.
- Mutual_fund_separation_theorem wikiPageWikiLink Expected_return.
- Mutual_fund_separation_theorem wikiPageWikiLink Exponential_utility.
- Mutual_fund_separation_theorem wikiPageWikiLink Hyperbolic_absolute_risk_aversion.
- Mutual_fund_separation_theorem wikiPageWikiLink Isoelastic_utility.
- Mutual_fund_separation_theorem wikiPageWikiLink Joseph_Stiglitz.
- Mutual_fund_separation_theorem wikiPageWikiLink Lagrange_multiplier.
- Mutual_fund_separation_theorem wikiPageWikiLink Logarithm.
- Mutual_fund_separation_theorem wikiPageWikiLink Matrix_calculus.
- Mutual_fund_separation_theorem wikiPageWikiLink Matrix_ring.
- Mutual_fund_separation_theorem wikiPageWikiLink Modern_portfolio_theory.
- Mutual_fund_separation_theorem wikiPageWikiLink Multivariate_normal_distribution.
- Mutual_fund_separation_theorem wikiPageWikiLink Mutual_fund.
- Mutual_fund_separation_theorem wikiPageWikiLink Risk-free_interest_rate.
- Mutual_fund_separation_theorem wikiPageWikiLink Theorem.
- Mutual_fund_separation_theorem wikiPageWikiLink Transpose.
- Mutual_fund_separation_theorem wikiPageWikiLink Two-moment_decision_model.
- Mutual_fund_separation_theorem wikiPageWikiLink Variance.
- Mutual_fund_separation_theorem wikiPageWikiLinkText "Mutual fund separation theorem".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "Mutual fund separation theorem#Portfolio separation in mean-variance analysis".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "Portfolio separation in mean-variance analysis".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "mutual fund separation theorem".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "one mutual fund theorem".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "two mutual fund theorem".
- Mutual_fund_separation_theorem wikiPageWikiLinkText "two-fund monetary separation theorem".
- Mutual_fund_separation_theorem wikiPageUsesTemplate Template:Reflist.
- Mutual_fund_separation_theorem wikiPageUsesTemplate Template:Rp.
- Mutual_fund_separation_theorem subject Category:Finance.
- Mutual_fund_separation_theorem subject Category:Financial_economics.
- Mutual_fund_separation_theorem subject Category:Portfolio_theories.
- Mutual_fund_separation_theorem hypernym Theorem.
- Mutual_fund_separation_theorem type Theory.
- Mutual_fund_separation_theorem comment "In portfolio theory, a mutual fund separation theorem, mutual fund theorem, or separation theorem is a theorem stating that, under certain conditions, any investor's optimal portfolio can be constructed by holding each of certain mutual funds in appropriate ratios, where the number of mutual funds is smaller than the number of individual assets in the portfolio. Here a mutual fund refers to any specified benchmark portfolio of the available assets.".
- Mutual_fund_separation_theorem label "Mutual fund separation theorem".
- Mutual_fund_separation_theorem sameAs Q17082552.
- Mutual_fund_separation_theorem sameAs تئوری_جدایی_صندوقهای_سرمایهگذاری.
- Mutual_fund_separation_theorem sameAs m.0fqsx5f.
- Mutual_fund_separation_theorem sameAs Q17082552.
- Mutual_fund_separation_theorem wasDerivedFrom Mutual_fund_separation_theorem?oldid=700742248.
- Mutual_fund_separation_theorem isPrimaryTopicOf Mutual_fund_separation_theorem.