Baohua Zhu

Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

Professor

No.535 Fahuazhen Road

Shanghai Jiao Tong University

Shanghai, Shanghai 200052

China

  • Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

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Scholarly Papers (1)

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Two-Fund Separation under Heterogeneous Beliefs

Number of pages: 38 Posted: 10 Jan 2013 Last Revised: 14 Feb 2022
James Huang and Baohua Zhu
Lancaster University - Department of Accounting and Finance and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management
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Abstract:

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two-fund separation, linear sharing, monetary separation, linear fractional risk aversion, investor preference, Pareto efficiency.