EconPapers    
Economics at your fingertips  
 

A Portfolio of Risky Assets and Its Intrinsic Properties

Pierpaolo Angelini

Journal of Mathematics Research, 2020, vol. 12, issue 3, 61

Abstract: 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)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.ccsenet.org/journal/index.php/jmr/article/download/0/0/42801/44730 (application/pdf)
http://www.ccsenet.org/journal/index.php/jmr/article/view/0/42801 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ibn:jmrjnl:v:12:y:2020:i:3:p:61

Access Statistics for this article

More articles in Journal of Mathematics Research from Canadian Center of Science and Education Contact information at EDIRC.
Bibliographic data for series maintained by Canadian Center of Science and Education ().

 
Page updated 2020-07-25
Handle: RePEc:ibn:jmrjnl:v:12:y:2020:i:3:p:61