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Kais, Dachraoui ; Georges, Dionne. (2004) Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors.
In: Cahiers de recherche. RePEc:lvl:lacicr:0411.

Full description at Econpapers

cites:

Milgrom, P. and R. Weber (1882) ââA Theory of Auctions and Competitive Bidding,ââ Econometrica, 50, 1089-1122. Mimouni, Karim (2002) âStratÃgies optimales de gestion dâun portefeuille au-delà du cadre moyenneâvariance : modÃle thÃorique et validation empirique,â Thesis, HEC MontrÃal, MontrÃal.

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