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Glossary > S > "Separation property" Definition

Separation property

The property that portfolio choice can be separated into two independent tasks: 1) determination of the optimal risky portfolio, which is a purely mathematical problem, and 2) the personal choice of the best mix of the optimal risky portfolio and the risk-free asset which depends on a persons risk aversion.

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Separation property - The property that portfolio choice can be separated into two independent tasks: 1) determination of the optimal risky portfolio, which is a purely mathematical problem, and 2) the personal choice of the best mix of the optimal risky portfolio and the risk-free asset which depends on a persons risk aversion.

Separation property : the property that portfolio choice can be separated into two independent tasks: 1) determination of the optimal risky portfolio, which is a purely mathematical problem, and 2) the personal choice of the best mix of the optimal risky portfolio and the risk-free asset which depends on a persons risk aversion.