A Portfolio of Risky Assets and Its Intrinsic Properties
Journal of Mathematics Research, 2020, vol. 12, issue 3, 61
We show a canonical expression of a univariate risky asset. We find out a canonical expression of the product of two univariate risky assets when they are jointly considered. We find out a canonical expression of a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We prove that a univariate risky asset is an isometry. We define different distributions of probability on R inside of metric spaces having di erent dimensions. We use the geometric property of collinearity in order to obtain this thing. We obtain the expected return on a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We also obtain its variance. We show that it is possible to use two di erent quadratic metrics in order to analyze a portfolio of two univariate risky assets. We consider two intrinsic properties of it. If a portfolio of two univariate risky assets is viewed as a stand-alone entity then it is an antisymmetric tensor of order 2. What we say can be extended to a portfolio of more than two univariate risky assets.
JEL-codes: R00 Z0 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:jmrjnl:v:12:y:2020:i:3:p:61
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