Keywords: Two-Fund Separation
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Journal Articles
Critical Finance Review (2016) 5 (2): 305–350.
Published: 21 December 2016
... Cumulative Prospect Theory Two-Fund Separation Optimal Portfolios CAPM Extreme-Risk Avoidance G11 G12 C61 As originally proposed, decisions weights could not readily be extended to gambles with more than two non-zero outcomes as violations of first-order stochastic dominance are introduced...

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