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共同基金定理
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共同基金定理
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mutual fund theorem
共同基金定理
给定任意可行的资产组合,存在由两个共同基金生成的资产组合使得投资者对该生成的资产组合的偏好程度不会低于原给定的资产组合,这种现象被称作两(共同)基金分离。又称共同基金分离定理、两基金分离定理、分离定理。
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