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mutual fund theorem

A theory which asserts that an investor should hold a combination of risky and non-risky assets or cash, both at an equal proportion. This theory eventually results in a mutual fund holding a series of risky assets.

Related information about mutual fund theorem:
  1. Mutual Fund Theorem Definition | Investopedia
    An investing theory, postulated by Nobel laureate James Tobin, that states that all investors should hold an identically comprised portfolio of "risky assets" ...
     
  2. Mutual fund separation theorem - Wikipedia, the free encyclopedia
    In portfolio theory, a mutual fund separation theorem, mutual fund theorem, or separation theorem is a theorem stating that, under certain conditions, any ...
     
  3. The Mutual Fund Theorem and Covariance Pricing Theorems
    This lecture continues the analysis of the Capital Asset Pricing Model, building up to two key results. One, the Mutual Fund Theorem proved by Tobin, describes ...
     
  4. Mutual Fund Theorem - Financial Dictionary - The Free Dictionary
    A result associated with the CAPM, asserting that investors will choose to invest their entire risky portfolio in a market-index or mutual fund.
     
  5. What is mutual fund theorem? definition and meaning
    Definition of mutual fund theorem: A theory which asserts that an investor should hold a combination of risky and non-risky assets or cash, both at an equal ...
     
  6. Mutual fund theorem
    Similar financial terms. Objective (mutual funds) The fund's investment strategy category as stated in the prospectus. There are more than 20 standardized ...
     
  7. Generalizations of Merton's Mutual Fund Theorem in ... - SpringerLink
    Mutual fund theorem, utility maximization, admissible strategies, stochastic ... The Mutual Fund Theorem (also called the separation theorem) is a central result in ...
     
  8. A Generalization of the Mutual Fund Theorem by Ajay Khanna - SSRN
    Feb 19, 1999 ... A generalization of the continuous time mutual fund theorem is given, with no assumptions made on the investors utility functions for ...