Risk Disposition and the Separation Property in Portfolio Selection†

Nils H. Hakansson

Journal of Financial and Quantitative Analysis, 1969, vol. 4, issue 4, 401-416

Abstract: This article examines some aspects of the portfolio selection problem when the “no-easy-money-condition” holds and the investor is constrained to stay solvent. The possible presence of a non-capital income is also taken into consideration.

Date: 1969
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