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EnglishWe show a canonical expression of a univariate risky asset. We find out a canonical expression of the product of two univariate risky assets when they are jointly considered. We find out a canonical expression of a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We prove that a univariate risky asset is an isometry. We define different distributions of probability on R inside of metric spaces having different dimensions. We use the geometric property of collinearity in order to obtain this thing. We obtain the expected return on a portfolio of two univariate risky assets when it is viewed as a stand-alone entity. We also obtain its variance. If a portfolio of two univariate risky assets is viewed as a stand-alone entity then it is an antisymmetric tensor of order 2. We show that it is possible to use two different quadratic metrics in order to analyze a portfolio of two univariate risky assets. What we say can be extended to a portfolio of more than two univariate risky assets.
A mathematical approach to two indices concerning a portfolio of two univariate risky assets / Angelini, Pierpaolo. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1314-7552. - (2020).
| Titolo: | A mathematical approach to two indices concerning a portfolio of two univariate risky assets | |
| Autori: | ANGELINI, PIERPAOLO (Corresponding author) | |
| Data di pubblicazione: | 2020 | |
| Rivista: | ||
| Citazione: | A mathematical approach to two indices concerning a portfolio of two univariate risky assets / Angelini, Pierpaolo. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1314-7552. - (2020). | |
| Handle: | http://hdl.handle.net/11573/1429475 | |
| Appartiene alla tipologia: | 01a Articolo in rivista |
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