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When do two- or three-fund separation theorems hold?
Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven - In: Quantitative finance 21 (2021) 11, pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
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Optimal portfolios under a correlation constraint
Bernard, Carole; Cornilly, Dries; Vanduffel, Steven - In: Quantitative finance 18 (2018) 3, pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
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The optimal payoff for a Yaari investor
Boudt, Kris; Dragun, K.; Vanduffel, Steven - In: Quantitative finance 22 (2022) 10, pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950