Listagem FGV EESP - Escola de Economia de São Paulo por Título "Reinterpreting the mutual fund theorem: the risk portfolio as a tactical overlay"
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Reinterpreting the mutual fund theorem: the risk portfolio as a tactical overlay
2017The Mutual Fund Theorem is an elegant way of describing how investors with different attitudes towards risk should construct their portfolios. It is, however, often misinterpreted. This paper revisits the topic by defining ...


