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- W2373280725 abstract "Under the arbitrage-free market hypothesis this paper uses the new method to study the portfolio selection problem when the variance-covariance matrix of the risk securities is singular.First we obtain some characteristics of the mean-variance model.Furthermore we prove the two fund separation theorem of the mean-variance model under singular variance-covariance matrix." @default.
- W2373280725 created "2016-06-24" @default.
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- W2373280725 date "2010-01-01" @default.
- W2373280725 modified "2023-09-25" @default.
- W2373280725 title "The Maximal Linearly Independent Group of Assets and the Two Fund Separation Theorem" @default.
- W2373280725 hasPublicationYear "2010" @default.
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