Article ID Journal Published Year Pages File Type
5069757 Finance Research Letters 2011 7 Pages PDF
Abstract

This paper presents a general reward-risk portfolio selection model and derives sufficient conditions for two-fund separation. In particular we show that many reward-risk models presented in the literature satisfy these conditions.

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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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A note on reward-risk portfolio selection and two-fund separation
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