Template-type: ReDIF-Paper 1.0
Author-Name: Rodolfo Apreda
Author-X-Name-First: Rodolfo
Author-X-Name-Last: Apreda
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Title: An axiomatic treatment of enlarged  separation portfolios and treasurer’s portfolios (with  applications to financial synthetics)
X-Area: Finanzas
Abstract: Expanded separation portfolios ( Se ) and Treasurer’s portfolios T( Se ) are a sect
	of themselves. They arise out of risk-free assets and risky portfolios like other
	mutual funds. But their distinctive features set them apart from the common lot.
	This paper puts forth, firstly, a down-to-earth axiomatic that allows a complete
	formalization of the class of Se portfolios. Secondly, simple separation portfolios
	are featured and their differences with ( Se ) are highlighted. Next, the category of
	T( Se ) will be defined and their main properties brought to light. Last of all, there
	will be an expansion on the building of financial synthetics by means of enlarged
	separation portfolios.
Classification-JEL: G10, G11, G24
Keywords: enlarged separation portfolios, mutual funds, separation portfolios,
	treasurer’s portfolios, financial synthetics, portfolio management
Note:
Length: 28 pages
Creation-Date: 2009-06
Number: 398
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File-URL: https://www.ucema.edu.ar/publicaciones/download/documentos/398.pdf
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Handle: RePEc:cem:doctra:398