English, Article, Journal or magazine article edition: An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics) Rodolfo Apreda

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Bookmark: http://trove.nla.gov.au/version/168758
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)
Author
  • Rodolfo Apreda
Physical Description
  • preprint
Notes
  • Expanded separation portfolios ( Se ) and Treasurer’s portfolios T( Se ) are a sect of themselves. They arise out of risk-free assets and risky portfolios like other mutual funds. But their distinctive features set them apart from the common lot. This paper puts forth, firstly, a down-to-earth axiomatic that allows a complete formalization of the class of Se portfolios. Secondly, simple separation portfolios are featured and their differences with ( Se ) are highlighted. Next, the category of T( Se ) will be defined and their main properties brought to light. Last of all, there will be an expansion on the building of financial synthetics by means of enlarged separation portfolios.
  • enlarged separation portfolios, mutual funds, separation portfolios, treasurer’s portfolios, financial synthetics, portfolio management
  • RePEc:cem:doctra:398
Language
  • English
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